On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means

DOI10.1016/J.JMVA.2010.01.011MaRDI QIDQ968490zbMATH OpenOpenAlexFDO

Authors Dominique Fourdrinier, Éric Marchand

Publication date 5 May 2010

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

Full work available at URL https://doi.org/10.1016/j.jmva.2010.01.011

zbMATH Keywords

maximum likelihoodmodified Bessel functionsmultivariate normaldominancepoint estimationsquared error lossrestricted parametersBayes estimatorssign changesunbiased estimate of risk

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Parametric inference under constraints (62F30)

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Cites work

• scientific article; zbMATH DE number 3852224 (Why is no real title available?)
• Computation of Modified Bessel Functions and Their Ratios
• Estimation in restricted parameter spaces: a review
• Estimation of the mean of a multivariate normal distribution
• Improving on the mle of a bounded location parameter for spherical distributions
• Minimax estimation of a bounded normal mean vector
• Modified Bessel functions and their applications in probability and statistics
• On the minimax estimator of a bounded normal mean.
• Polya Type Distributions, II
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications

Cited in

(11)

• Uniform priors on convex sets improve risk
• Improving on the MLE of a bounded normal mean.
• Bayesian improvements of a MRE estimator of a bounded location parameter
• On improved predictive density estimation with parametric constraints
• Bayes estimates as expanders in one and two dimensions
• Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
• Improving on the mle of a bounded location parameter for spherical distributions
• Admissibility of solution estimators for stochastic optimization
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss
• Truncated linear estimation of a bounded multivariate normal mean
• On predictive density estimation with additional information

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