Restricted risk Bayes estimation for the mean of the multivariate normal distribution

DOI10.1016/0047-259X(88)90036-XzbMath0629.62010MaRDI QIDQ1094018

Shun-Yu Chen

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

quadratic lossknown covariance matrixp-variate normal distributionconjugate prior distributionrelative saving riskrestricted risk Bayes estimationsmall Bayes riskunknwon mean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10)

Cites Work

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• A robust generalized Bayes estimator and confidence region for a multivariate normal mean
• Estimation of the mean of a multivariate normal distribution
• Selecting a minimax estimator of a multivariate normal mean
• A natural identity for exponential families with applications in multiparameter estimation
• Estimation of location amd scale parameters - a compromise
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
• Estimating the Mean of a Multivariate Normal Population with General Quadratic Loss Function
• Limiting the Risk of Bayes and Empirical Bayes Estimators--Part I: The Bayes Case

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