Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution
DOI10.1080/03610928608829240zbMath0618.62008OpenAlexW2022313459MaRDI QIDQ4727987
Publication date: 1986
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928608829240
squared error losspreliminary test estimatorsmultivariate normal distributionStein estimationzero-one lossdegenerate prior distributionsminimax squared risk estimators of the meanminimax-Bayes-compromise estimatorsmultiple-objective decision analysisspherically symmetric prior distributions
Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
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