Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions

DOI10.1016/j.jmva.2006.06.012zbMath1333.62038OpenAlexW2034844345MaRDI QIDQ2482607

Othmane Kortbi, William E. Strawderman, Dominique Fourdrinier

Publication date: 23 April 2008

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2006.06.012

zbMATH Keywords

minimax estimatorsBayes estimatorsquadratic lossvariance mixture of multivariate normal distributions

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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