Stokes' theorem, Stein's identity and completeness

DOI10.1016/J.SPL.2015.11.003MaRDI QIDQ899671zbMATH OpenOpenAlexFDO

Authors Dominique Fourdrinier, William E. Strawderman

Publication date 30 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.11.003

zbMATH Keywords

minimax estimationStokes' theoremStein's identity\(p\)-variate normal distributionintegration by slices

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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Cites work

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• scientific article; zbMATH DE number 1513109 (Why is no real title available?)
• scientific article; zbMATH DE number 3806227 (Why is no real title available?)
• scientific article; zbMATH DE number 3280855 (Why is no real title available?)
• Estimation of a mean vector under quartic loss
• Estimation of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Minimax estimation of a multivariate normal mean under polynomial loss
• Minimax estimation of location vectors for a wide class of densities
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution
• Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Simultaneous estimation of location parameters under quadratic loss

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