A family of admissible minimax estimators of the mean of a multivariate, normal distribution

DOI10.2307/3314801zbMath0648.62008OpenAlexW2002806689MaRDI QIDQ3793496

Tze Fen Li, Dinesh S. Bhoj

Publication date: 1986

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

Full work available at URL: https://doi.org/10.2307/3314801

zbMATH Keywords

normal class of priorsBayes minimax estimatorssquared-error estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Monte Carlo methods (65C05) Admissibility in statistical decision theory (62C15) Compound decision problems in statistical decision theory (62C25)

Related Items

Bayes minimax estimators of a multivariate normal mean

Cites Work

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• Minimax estimators of the mean of a multivariate normal distribution
• Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
• A family of admissible minimax estimators of the mean of a multivariate normal distribution
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• Proper Bayes Minimax Estimators of the Multivariate Normal Mean