Stokes' theorem, Stein's identity and completeness

DOI10.1016/j.spl.2015.11.003zbMath1329.62048OpenAlexW2174305637MaRDI QIDQ899671

William E. Strawderman, Dominique Fourdrinier

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

Stokes' theoremminimax estimationStein'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)

Cites Work

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• Simultaneous estimation of location parameters under quadratic loss
• Estimation of a mean vector under quartic loss
• Estimation of the mean of a multivariate normal distribution
• Minimax estimation of location vectors for a wide class of densities
• Minimax estimation of a multivariate normal mean under polynomial loss
• Shrinkage estimators of the location parameter for certain spherically symmetric distributions
• Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Robust improvement in estimation of a mean matrix in an elliptically contoured distribution

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