Admissible Bayes equivariant estimation of location vectors for spherically symmetric distributions with unknown scale

DOI10.1214/19-AOS1837zbMath1453.62284arXiv1710.02794MaRDI QIDQ2196207

William E. Strawderman, Yuzo Maruyama

Publication date: 28 August 2020

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.02794

zbMATH Keywords

admissibilitygeneralized BayesBayes equivarianceStein's phenomenon

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Linear regression; mixed models (62J05) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (5)

Data based loss estimation of the mean of a spherical distribution with a residual vector ⋮ On global-local shrinkage priors for count data ⋮ On discrete priors and sparse minimax optimal predictive densities ⋮ Bayesian predictive density estimation for a chi-squared model using information from a normal observation with unknown mean and variance ⋮ On admissible estimation of a mean vector when the scale is unknown

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