MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION

DOI10.1111/j.1467-842X.1983.tb01218.xzbMath0526.62048OpenAlexW2018893084MaRDI QIDQ3040333

Pi-Erh Lin, Amany Mousa

Publication date: 1983

Published in: Australian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.1983.tb01218.x

zbMATH Keywords

risk functionunknown variancesconvex combination of loss functionsminimax estimation of multivariate normal mean

Mathematics Subject Classification ID

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

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