Gamma-minimax estimation of a multivariate normal mean

DOI10.1007/BF02613500zbMath0694.62026OpenAlexW2049696524MaRDI QIDQ909387

Jürgen Lehn, Lanxiang Chen, Jürgen Eichenauer-Herrmann

Publication date: 1990

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/176264

zbMATH Keywords

squared error lossminimax inequalitymoment restrictionsgamma-minimax estimationmean vector of a multivariate normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Statistical decision theory and Bayesian analysis. 2nd ed
• Unnamed Item

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