Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

DOI10.1016/S0047-259X(02)00035-0zbMath1014.62063MaRDI QIDQ1873110

Yuzo Maruyama

Publication date: 19 May 2003

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

zbMATH Keywords

FKG inequalityscale mixtures of multivariate normal distributions

Mathematics Subject Classification ID

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

Related Items (7)

Stein estimation for spherically symmetric distributions: recent developments ⋮ A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale ⋮ Predictive density estimation under the Wasserstein loss ⋮ Bayes minimax estimators of a location vector for densities in the Berger class ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector ⋮ Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family ⋮ Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

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