A unified and broadened class of admissible minimax estimators of a multivariate normal mean

DOI10.1006/jmva.1997.1715zbMath0911.62006OpenAlexW2086135981MaRDI QIDQ1383921

Yuzo Maruyama

Publication date: 10 May 1999

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

Full work available at URL: https://doi.org/10.1006/jmva.1997.1715

zbMATH Keywords

quadratic lossgeneralized Bayes estimatorsmultivariate normal meanadmissible estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (10)

Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions ⋮ On Bayes and unbiased estimators of loss ⋮ SHRINKAGE EFFICIENCY BOUNDS ⋮ An application of a minimax Bayes rule and shrinkage estimators to the portfolio selection problem under the Bayesian approach ⋮ Unnamed Item ⋮ Stein's idea and minimax admissible estimation of a multivariate normal mean ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix ⋮ Stein estimation -- a review ⋮ An extended class of minimax generalized Bayes estimators of regression coefficients

Cites Work

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• 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
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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