Bayes minimax estimator of the mean vector in an elliptically contoured distribution

DOI10.1016/j.spl.2024.110186MaRDI QIDQ6589426

Jie Jiang, Li-chun Wang

Publication date: 19 August 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

elliptically contoured distributionBayes estimatormonotone likelihood ratioquadratic loss

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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