Proper Bayes Minimax Estimators of the Multivariate Normal Mean

From MaRDI portal
Publication:5627498

DOI10.1214/aoms/1177693528zbMath0222.62006OpenAlexW2042204462WikidataQ100902731 ScholiaQ100902731MaRDI QIDQ5627498

William E. Strawderman

Publication date: 1971

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177693528



Related Items

Estimation of a parameter vector restricted to a cone, Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions, Bayesian variable selection with sparse and correlation priors for high-dimensional data analysis, A conversation with Larry Brown, On minimaxity and admissibility of hierarchical Bayes estimators, SHRINKAGE EFFICIENCY BOUNDS, On the inadmissibility of preliminary-test estimators when the loss involves a complexity cost, Shrinkage confidence procedures, From minimax shrinkage estimation to minimax shrinkage prediction, Shrinkage estimation in multilevel normal models, Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions, Pitman closeness properties of Bayes shrinkage procedures in estimation and prediction, Sparse Bayesian multinomial probit regression model with correlation prior for high-dimensional data classification, Posterior propriety and admissibiity of hyperpriors in normal hierarchical models, Dominance of the positive-part version of the James-Stein estimator, A Bayes minimax result for spherically symmetric unimodal distributions, High-dimensional multivariate posterior consistency under global-local shrinkage priors, Empirical and hierarchical Bayes competitors of preliminary test estimators in two sample problems, Combining coordinates in simultaneous estimation of normal means, SURE estimates under dependence and heteroscedasticity, A unified and broadened class of admissible minimax estimators of a multivariate normal mean, A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale, Bayes and empirical Bayes shrinkage estimation of regression coefficients, Bayes minimax estimation of the multivariate normal mean vector under balanced loss function, Bayesian break-point forecasting in parallel time series, with application to university admissions, A review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors, Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss, A global-local approach for detecting hotspots in multiple-response regression, Statistical theory powering data science, Computation of reference Bayesian inference for variance components in longitudinal studies, Stein's positive part estimator and Bayes estimator, Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale, Admissible and minimax multiparameter estimation in exponential families, Good, great, or lucky? Screening for firms with sustained superior performance using heavy-tailed priors, Ignorance prior distribution of a hyperparameter and Stein's estimator, Empirical Bayes predictive densities for high-dimensional normal models, Hierarchical Bayes, maximum a posteriori estimators, and minimax concave penalized likelihood estimation, Bayes minimax estimation of multiple Poisson parameters, An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss, Estimators with nondecreasing risk: Application of a chi-squared identity, Minimax estimation of the mean of the multivariate normal distribution, Stein's idea and minimax admissible estimation of a multivariate normal mean, A family of admissible minimax estimators of the mean of a multivariate, normal distribution, Set-induced minimax estimators for a multivariate normal mean., Compound decision theory and empirical Bayes methods, Admissible predictive density estimation, Bayes minimax estimators of a multivariate normal mean, Fully Bayes factors with a generalized \(g\)-prior, A pre-test like estimator dominating the least-squares method, Asymptotic optimality of hierarchical Bayes estimators and predictors, Bayes minimax estimators of a multivariate normal mean, with application to generalized ridge regression, Estimation, prediction and the Stein phenomenon under divergence loss, The philosophical significance of Stein's paradox, Empirical Bayes vs. fully Bayes variable selection, Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance, Admissibility and minimaxity of Bayes estimators for a normal mean matrix, Bayesian simultaneous estimation for means in \(k\)-sample problems, Mixtures of \(g\)-priors for Bayesian model averaging with economic applications, Shrinkage estimation in general linear models, Criteria for Bayesian model choice with application to variable selection, Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family, Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions, In-season prediction of batting averages: a field test of empirical Bayes and Bayes methodol\-ogies, Model uncertainty, Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix, Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance, Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix, Proper Bayes minimax estimators of the normal mean matrix with common unknown variances, A note on james-stein and bayes empiricl bayes estimators, A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions, Improved minimax predictive densities under Kullback-Leibler loss, Minimax estimation of a multivariate normal mean under arbitrary quadratic loss, A Monte Carlo comparison of traditional and Stein-rule estimators under squared error loss, A class of proper priors for Bayesian simultaneous prediction of independent Poisson observ\-a\-bles, Minimax estimation of a multivariate normal mean under polynomial loss, Shrinkage Estimators for Covariance Matrices, Minimax Bayes estimators of a multivariate normal mean, On the construction of Bayes minimax estimators, On estimation with balanced loss functions, Shrinkage estimation in the two-way multivariate normal model, Choice of hierarchical priors: Admissibility in estimation of normal means, A family of dominating minimax estimators of a multivariate normal mean, Stein estimation -- a review, Estimation of a non-centrality parameter under Stein-type-like losses, On the choice of co-ordinates in simultaneous estimation of normal means under misspecification of normal priors, A note on the existence of the posteriors for one-way random effect probit models, Bayes minimax competitors of preliminary test estimators in \(k\) sample problems, Modeling Random Effects Using Global–Local Shrinkage Priors in Small Area Estimation, Minimax estimation of location parameters for certain spherically symmetric distributions, A class of modified Stein estimators with easily computable risk functions, A family of minimax estimators of a multivariate normal mean, On improved shrinkage estimators for concave loss, Trimmed estimates in simultaneous estimation of parameters in exponential families, A new class of generalized Bayes minimax ridge regression estimators, Improved minimax estimation of a multivariate normal mean under heteroscedasticity, Simultaneous estimation of parameters in exponential families, Bayesian input in Stein estimation and a new minimax empirical Bayes estimator, Bayesian shrinkage estimates for regression coefficients in m populations, On admissible estimation of a mean vector when the scale is unknown, An approach to improving the James-Stein estimator, Prior-based Bayesian information criterion, A class of admissible estimators of multiple regression coefficient with an unknown variance, Portfolio optimisation using constrained hierarchical bayes models, The adaptive normal-hypergeometric-inverted-beta priors for sparse signals, Generalized james-stein estimatoes, Simultaneous estimation of the multivariate normal mean under balanced loss function, Estimations in the normal regression empirical bayes model, Shrinkage estimation of location parameters in a multivariate skew-normal distribution, Posterior Odds with a Generalized Hyper-g-Prior, Horseshoe Regularisation for Machine Learning in Complex and Deep Models1, Frequency coverage properties of a uniform shrinkage prior distribution, Unnamed Item, Unnamed Item, Unnamed Item, SURE Estimates for a Heteroscedastic Hierarchical Model, Further remarks on estimating the parameter of a noncentral chi-square distribution, Choosing shrinkage estimators for regression problems, Robust hierarchical Bayes estimation of exchangeable means, A prior for the variance in hierarchical models, Approximate uniform shrinkage prior for a multivariate generalized linear mixed model, Large-scale multiple hypothesis testing with the normal-beta prime prior, EMVS: The EM Approach to Bayesian Variable Selection, Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution, Multiparameter estimation of discrete exponential distributions, Estimation Of A Multivariate Normal Mean Vector And Local Improvements, Revisiting Jeffreys’ Example: Bayes Test of the Normal Mean, A Default Bayesian Hypothesis Test for ANOVA Designs