Minimax estimators of the multinormal mean: Autoregressive priors

DOI10.1016/0047-259X(76)90036-1zbMath0377.62019MaRDI QIDQ1246218

L. R. Haff

Publication date: 1976

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

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15)

Related Items

Minimax estimators of the multinormal mean: Autoregressive priors, Minimax estimators for a multinormal precision matrix

Cites Work

• Minimax estimators of the multinormal mean: Autoregressive priors
• Data Analysis Using Stein's Estimator and its Generalizations
• Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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