Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix

DOI10.1007/BF02012618zbMath0832.62048OpenAlexW2079643884MaRDI QIDQ1898888

Lanxing Chen, Jürgen Lehn

Publication date: 16 November 1995

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02012618

zbMATH Keywords

Bayes estimationcovariance matrixsquared error lossnecessary and sufficient conditionsleast favorable priormultivariate normal meangamma minimax estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Estimating a bounded normal mean
• Gamma-minimax estimators for the mean vector of a multivariate normal distribution
• Minimaxschätzer für den mittelwert ϑ einer normalverteilten zufallsgröβe mit bekannter varianz bei vorgegebener oberer und unterer schranke fiir ϑ
• Λ Minimax Estimation of a Multivariate Location Parameter
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• Unnamed Item

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