A robust generalized Bayes estimator of a multivariate normal mean

zbMath0842.62017MaRDI QIDQ1909018

Rohana J. Karunamuni, Byron Schmuland

Publication date: 7 March 1996

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

robustnessminimaxitygeneralized Bayes estimatormisspecificationquadratic lossmultivariate normal meangeneralized prior density

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Admissibility in statistical decision theory (62C15)

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