Proper Bayes minimax estimators of the normal mean matrix with common unknown variances

DOI10.1016/J.JSPI.2010.03.031MaRDI QIDQ974508zbMATH OpenOpenAlexFDO

Authors Hisayuki Tsukuma

Publication date 3 June 2010

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2010.03.031

zbMATH Keywords

admissibilitydecision theoryequivariancegeneralized Bayes estimationhierarchical modelminimaxityquadratic lossshrinkage estimator

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Bayesian inference (62F15) Estimation in multivariate analysis (62H12)

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Cites work

• Admissibility and minimaxity of Bayes estimators for a normal mean matrix
• Choice of hierarchical priors: Admissibility in estimation of normal means
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• Empirical Bayes on vector observations: An extension of Stein's method
• Estimation of the mean of a multivariate normal distribution
• Estimation with quadratic loss.
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• scientific article; zbMATH DE number 3557007 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• On minimaxity and admissibility of hierarchical Bayes estimators
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
• The Inverted Dirichlet Distribution with Applications
• Two inequalities with an application

Cited in

(11)

• Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix
• Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
• On minimaxity and admissibility of hierarchical Bayes estimators
• Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function
• Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
• Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function
• A new class of Bayes minimax estimators of the normal mean matrix for the case of common unknown variances
• Minimax estimation of the mean matrix of the matrix variate normal distribution under the divergence loss function
• Robust subgaussian estimation with VC-dimension
• Empirical Bayes minimax estimators of matrix normal means
• Admissibility and minimaxity of Bayes estimators for a normal mean matrix

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