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

DOI10.1016/S0252-9602(17)30384-3MaRDI QIDQ705378zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

parametric matrix

Mathematics Subject Classification ID

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

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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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