Proper Bayes minimax estimators of the normal mean matrix with common unknown variances

DOI10.1016/J.JSPI.2010.03.031zbMath1188.62139OpenAlexW1994498522MaRDI QIDQ974508

Hisayuki Tsukuma

Publication date: 3 June 2010

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.2010.03.031

zbMATH Keywords

decision theoryshrinkage estimatorminimaxityequivariancehierarchical modeladmissibilityquadratic lossgeneralized Bayes estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

Related Items (3)

Bayes minimax estimation of the mean matrix of matrix-variate normal distribution under balanced loss function ⋮ Matrix linear minimax estimators in a general multivariate linear model under a balanced loss function ⋮ Minimax Estimation of the Mean Matrix of the Matrix Variate Normal Distribution under the Divergence Loss Function

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