Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector

DOI10.1007/s00184-013-0437-9zbMath1304.62050OpenAlexW2127455463MaRDI QIDQ464376

Dominique Fourdrinier, Othmane Kortbi, William E. Strawderman

Publication date: 17 October 2014

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-013-0437-9

zbMATH Keywords

spherical symmetryminimax estimatorsBayes estimatorsquadratic loss

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance

Cites Work

• A unified and generalized set of shrinkage bounds on minimax Stein estimates
• On the construction of Bayes minimax estimators
• Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
• Minimax estimation of location parameters for certain spherically symmetric distributions
• Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
• Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
• Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
• Generalized Bayes minimax estimators of location vectors for spherically symmetric distribu\-tions
• Estimation of a location parameter with restrictions or ``vague information for spherically symmetric distributions
• A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions

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