Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (Q1036793)
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scientific article; zbMATH DE number 5632790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix |
scientific article; zbMATH DE number 5632790 |
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Generalized Bayes minimax estimation of the normal mean matrix with unknown covariance matrix (English)
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13 November 2009
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decision theory
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equivariance
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generalized Bayes estimation
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hierarchical model
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minimaxity
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multivariate linear model
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posterior mean
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quadratic loss
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shrinkage estimator
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