``Almost arbitrary'' minimax estimators of location for independent component variance mixtures of normal variates (Q1115049)
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scientific article; zbMATH DE number 4086740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ``Almost arbitrary'' minimax estimators of location for independent component variance mixtures of normal variates |
scientific article; zbMATH DE number 4086740 |
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``Almost arbitrary'' minimax estimators of location for independent component variance mixtures of normal variates (English)
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1988
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In the recent paper, Commun. Stat., Theory Methods 15, 2191-2200 (1986; Zbl 0613.62005), we considered estimation of the mean of a p-variate, independent component variance mixture of normal variates. In this paper we generalize the results of that paper to the class of ``almost arbitrary'' minimax estimators [in the sense of \textit{C. M. Stein}, Ann. Stat. 9, 1135-1151 (1981; Zbl 0476.62035)].
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estimation of the mean
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independent component variance mixture of normal variates
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