Towards the Theory of Minimax-Bayesian Estimation

DOI10.1137/S0040585X97977872zbMath0986.62018OpenAlexW2080847561MaRDI QIDQ2711154

V. N. Solov'ev

Publication date: 2 May 2001

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97977872

zbMATH Keywords

covariance matrixnormal distributionminimax estimationduality problem

Mathematics Subject Classification ID

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

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