On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means

DOI10.1016/j.jmva.2010.01.011zbMath1352.62047OpenAlexW2078600255MaRDI QIDQ968490

Éric Marchand, Dominique Fourdrinier

Publication date: 5 May 2010

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2010.01.011

zbMATH Keywords

modified Bessel functionssquared error lossmaximum likelihooddominancepoint estimationBayes estimatorsmultivariate normalrestricted parameterssign changesunbiased estimate of risk

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Bayesian inference (62F15)

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