Ignorance prior distribution of a hyperparameter and Stein's estimator

DOI10.1007/BF02480322zbMath0454.62037MaRDI QIDQ1149706

Hirotugu Akaike

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

normal distributionestimation of meanhyperparameterignorance prior distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Stein's positive part estimator and Bayes estimator
• A new look at the Bayes procedure
• Controversies in the Foundations of Statistics
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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