Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions

DOI10.1016/J.SPL.2013.05.021zbMath1383.62168OpenAlexW1987826874MaRDI QIDQ2637375

Shokofeh Zinodiny, Sadegh Rezaei, O. Naghshineh Arjmand, Saralees Nadarajah

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2013.05.021

zbMATH Keywords

Bayes estimationminimax estimationunknown variancequadratic loss functionmultivariate normal mean

Mathematics Subject Classification ID

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

Related Items (4)

Bayes minimax ridge regression estimators ⋮ Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ Bayesian simultaneous estimation for means in \(k\)-sample problems ⋮ A paradoxical argument about domination

Cites Work

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• Minimax Adaptive Generalized Ridge Regression Estimators
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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