Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

DOI10.1016/j.jmva.2011.04.008zbMath1217.62079OpenAlexW2016649925MaRDI QIDQ549918

Yong-Cai Geng, Sumit K. Garg

Publication date: 19 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.008

zbMATH Keywords

Bayes estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (5)

Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions ⋮ Bayes minimax ridge regression estimators ⋮ A sharp boundary for SURE-based admissibility for the normal means problem under unknown scale ⋮ Bayes minimax estimation of the multivariate normal mean vector under balanced loss function ⋮ A paradoxical argument about domination

Cites Work

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• 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
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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