Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (Q4727987)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution |
scientific article; zbMATH DE number 4003233
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution |
scientific article; zbMATH DE number 4003233 |
Statements
Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution (English)
0 references
1986
0 references
minimax-Bayes-compromise estimators
0 references
multiple-objective decision analysis
0 references
preliminary test estimators
0 references
Stein estimation
0 references
minimax squared risk estimators of the mean
0 references
multivariate normal distribution
0 references
squared error loss
0 references
spherically symmetric prior distributions
0 references
zero-one loss
0 references
degenerate prior distributions
0 references
0 references
0 references
0 references
0 references
0 references
0 references
