Uniform priors on convex sets improve risk

DOI10.1016/j.spl.2004.01.009zbMath1041.62021OpenAlexW2052559209MaRDI QIDQ1827544

J. A. Hartigan

Publication date: 6 August 2004

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

Full work available at URL: https://doi.org/10.1016/j.spl.2004.01.009

zbMATH Keywords

Bayes estimatorsConvex setsSquared error lossMultivariate normalImproving riskUniform priors

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15)

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