Minimax estimation of independent normal means under a quadratic loss function with unknown weights

DOI10.1080/03610928608829242zbMath0631.62008OpenAlexW1969524195MaRDI QIDQ3768152

Pi-Erh Lin, Amany Mousa

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1080/03610928608829242

zbMATH Keywords

minimax estimatorsquadratic lossrisk functionunknown variancesindependent normal meansunknown positive weights

Mathematics Subject Classification ID

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

Cites Work

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• Minimax estimation of a normal mean vector when the covariance matrix is unknown
• Estimation of the mean of a multivariate normal distribution
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
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• Combining independent normal mean estimation problems with unknown variances
• Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
• Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
• A natural identity for exponential families with applications in multiparameter estimation
• Proper Bayes minimax estimators for a multivariate normal mean with unknown common variance under a convex loss function
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION
• Some Concepts of Dependence

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