Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
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Publication:957306
DOI10.1016/j.jmva.2008.02.016zbMath1151.62025MaRDI QIDQ957306
Publication date: 27 November 2008
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.016
weakly differentiable function; integration by parts; unknown variance; multivariate normal mean; minimax estimate; invariant loss; generalized Bayes estimate
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62C10: Bayesian problems; characterization of Bayes procedures
62C20: Minimax procedures in statistical decision theory
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