Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions

DOI10.1016/j.jmva.2007.03.007zbMath1140.62022OpenAlexW2033618553MaRDI QIDQ2482626

Dominique Fourdrinier, William E. Strawderman

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.2007.03.007

zbMATH Keywords

Bayes estimatorslocation parameterquadratic losssuperharmonic priors

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (9)

Stein estimation for spherically symmetric distributions: recent developments ⋮ A Bayes minimax result for spherically symmetric unimodal distributions ⋮ Predictive density estimation under the Wasserstein loss ⋮ Shrinkage estimation of a location parameter for a multivariate skew elliptic distribution ⋮ Stokes' theorem, Stein's identity and completeness ⋮ Bayes minimax estimators of a location vector for densities in the Berger class ⋮ Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions ⋮ Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector ⋮ Shrinkage priors for Bayesian estimation of the mean matrix in an elliptically contoured distribution

Cites Work

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• Minimax estimation of location parameters for certain spherically symmetric distributions
• Shrinkage positive rule estimators for spherically symmetric distributions
• Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions

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