Minimax estimation of a bounded normal mean vector

DOI10.1016/0047-259X(90)90020-IzbMath0705.62052MaRDI QIDQ918085

J. Calvin Berry

Publication date: 1990

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

compact convex subset; multivariate normal mean; Bayes minimax estimator; least favorable prior distributions; rectangular and spherical bounds

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C20: Minimax procedures in statistical decision theory

Related Items

On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean, Estimation of the mean of a spherically symmetric distribution with constraints on the norm, Estimating a bounded parameter for symmetric distributions, On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means, Improving on the MLE of a bounded normal mean., On the minimax estimator of a bounded normal mean., Minimax estimation for the bounded mean of a bivariate normal distribution, On improved predictive density estimation with parametric constraints, Stein's phenomenon in estimation of means restricted to a polyhedral convex cone

Cites Work

• Estimating a bounded normal mean
• Minimax estimation of the mean of a normal distribution when the parameter space is restricted
• Polya Type Distributions, II
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