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.2010.01.011zbMATH Open1352.62047OpenAlexW2078600255MaRDI QIDQ968490FDOQ968490

Éric Marchand, Dominique Fourdrinier

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)

Cites Work

• Estimation of the mean of a multivariate normal distribution
• Computation of Modified Bessel Functions and Their Ratios
• Restricted parameter space estimation problems. Admissibility and minimaxity properties.
• Title not available (Why is that?)
• Variation Diminishing Transformations: A Direct Approach to Total Positivity and its Statistical Applications
• Modified Bessel functions and their applications in probability and statistics
• Improving on the mle of a bounded location parameter for spherical distributions
• On the minimax estimator of a bounded normal mean.
• Polya Type Distributions, II
• Title not available (Why is that?)
• Minimax estimation of a bounded normal mean vector

Cited In (10)

• Uniform priors on convex sets improve risk
• Improving on the MLE of a bounded normal mean.
• On improved predictive density estimation with parametric constraints
• Admissibility of Solution Estimators for Stochastic Optimization
• 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
• 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

   Recommendations

• Improving on the MLE of a bounded normal mean. 👍 👎
• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss 👍 👎
• Improving on the mle of a bounded location parameter for spherical distributions 👍 👎
• Truncated linear estimation of a bounded multivariate normal mean 👍 👎
• On the estimation of a restricted normal mean 👍 👎

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