Sur les estimateurs de Bayes minimax: une méthode constructive

DOI10.1016/S0764-4442(97)87902-5zbMath0877.62029MaRDI QIDQ4346432

Martin T. Wells, Dominique Fourdrinier, William E. Strawderman

Publication date: 3 August 1997

Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)

zbMATH Keywords

quadratic losssuperharmonicityvariance mixture of normal distributionsBayes minimax estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

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On estimation with balanced loss functions

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