General minimax estimators on the location matrix of a mixture of normals

DOI10.1016/S0252-9602(17)30384-3zbMATH Open1055.62008OpenAlexW2783309453MaRDI QIDQ705378FDOQ705378

Authors: Xie Minyu, Xie Danxia 

Publication date: 31 January 2005

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(17)30384-3

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zbMATH Keywords

parametric matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cited In (3)

• ``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates
• A generalized Isserlis theorem for location mixtures of Gaussian random vectors
• Optimal estimation of high-dimensional Gaussian location mixtures

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