Bayes minimax estimators of a multivariate normal mean

DOI10.1016/0167-7152(91)90184-SzbMath0744.62013OpenAlexW2042695005MaRDI QIDQ1176985

Tze Fen Li, Dinesh S. Bhoj

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1016/0167-7152(91)90184-s

zbMATH Keywords

prior distributionadmissibilityidentity covariance matrixmultivariate normal meansquared error estimationminimax Bayes estimatorsnormal class of priors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Compound decision problems in statistical decision theory (62C25)

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Cites Work

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• Minimax estimators of the mean of a multivariate normal distribution
• A natural identity for exponential families with applications in multiparameter estimation
• Minimax Bayes estimators of a multivariate normal mean
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
• A family of admissible minimax estimators of the mean of a multivariate, normal distribution
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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