On priors which give Bayes minimax estimators of Baranchik's form

DOI10.1007/S42081-023-00198-YzbMATH Open1541.62026MaRDI QIDQ6578497

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

Publication date: 25 July 2024

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

zbMATH Keywords

minimaxshrinkage estimationgeneralized Bayes estimator

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Minimax estimators of the mean of a multivariate normal distribution
• On the construction of Bayes minimax estimators
• Shrinkage estimation
• Characterization of Priors in the Stein Problem
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems

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