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Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function - MaRDI portal

Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (Q1838788)

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scientific article; zbMATH DE number 3806697
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English
Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
scientific article; zbMATH DE number 3806697

    Statements

    Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function (English)
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    1982
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    multivariate normal mean
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    unknown common variance
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    convex combination of loss functions
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    risk function
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