Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
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Publication:395975
DOI10.1016/j.spl.2014.06.022zbMath1433.62145OpenAlexW4246016164MaRDI QIDQ395975
Shokofeh Zinodiny, Saralees Nadarajah, Sadegh Rezaei
Publication date: 8 August 2014
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2014.06.022
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)
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Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function ⋮ On shrinkage estimation for balanced loss functions ⋮ Shrinkage estimation of non-negative mean vector with unknown covariance under balance loss
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