Minimax estimation of a multivariate normal mean under polynomial loss

DOI10.1016/0047-259X(78)90070-2zbMath0376.62008OpenAlexW2091811126MaRDI QIDQ1245538

James O. Berger

Publication date: 1978

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

Full work available at URL: https://doi.org/10.1016/0047-259x(78)90070-2

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Statistical decision theory (62C99)

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Cites Work

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• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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• On the Admissibility of Invariant Estimators of One or More Location Parameters
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
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