On the efficiency of affine minimax rules in estimating a bounded multivariate normal mean

DOI10.1080/03610919308813114zbMath0784.62005OpenAlexW1542540349MaRDI QIDQ4276184

Brani Vidakovic

Publication date: 19 January 1994

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919308813114

zbMATH Keywords

minimax estimationBayes riskBayes rulesbounded parameter spacesloss of efficiencyaffine rulesgamma-minimax rulesmultivariate bounded normal meanprobability restricted rules

Mathematics Subject Classification ID

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

Cites Work

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