``Almost arbitrary minimax estimators of location for independent component variance mixtures of normal variates

DOI10.1016/0167-7152(88)90038-7zbMath0664.62009OpenAlexW2005712825MaRDI QIDQ1115049

Robert Miceli, William E. Strawderman

Publication date: 1988

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(88)90038-7

zbMATH Keywords

estimation of the meanindependent component variance mixture of normal variates

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Simultaneous estimation of location parameters under quadratic loss
• Estimation of the mean of a multivariate normal distribution
• Minimax estimation for certain independent component districutions under welghted squared error loss

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