Minimax estimation of the mean of the multivariate normal distribution

DOI10.1080/03610926.2015.1019146zbMath1370.62030OpenAlexW2315267094MaRDI QIDQ2979613

Saralees Nadarajah, Sadegh Rezaei, Shokofeh Zinodiny

Publication date: 25 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1019146

zbMATH Keywords

Bayes estimationminimax estimationmultivariate normal distributionextended balanced loss functionextended reflected normal loss function

Mathematics Subject Classification ID

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

Related Items (1)

Admissible linear estimators in the general Gauss-Markov model under generalized extended balanced loss function

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• Bayesian multivariate normal analysis under the extended reflected normal loss function
• Simultaneous estimation of the multivariate normal mean under balanced loss function
• The reflected normal loss function
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• On Minimax Statistical Decision Procedures and their Admissibility

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