Estimation of a mean vector under quartic loss

DOI10.1016/j.jspi.2008.02.009zbMath1147.62049OpenAlexW2062801790MaRDI QIDQ951042

Dominique Fourdrinier, Idir Ouassou, William E. Strawderman

Publication date: 29 October 2008

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2008.02.009

zbMATH Keywords

minimax estimatorsmultivariate normal distribution

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)

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Stokes' theorem, Stein's identity and completeness ⋮ Unnamed Item ⋮ On predictive density estimation under \(\alpha\)-divergence loss

Cites Work

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• Estimation of the mean of a multivariate normal distribution
• Minimax estimation of a multivariate normal mean under polynomial loss
• A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
• On the Admissibility of Invariant Estimators of One or More Location Parameters

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