A robust generalized Bayes estimator and confidence region for a multivariate normal mean
type: Item
instance of: scholarly article
title: A robust generalized Bayes estimator and confidence region for a multivariate normal mean
zbMATH Open document ID: 0464.62026
author: James O. Berger
published in: The Annals of Statistics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F25
Mathematics Subject Classification ID: 62F35
zbMATH DE Number: 3727397
zbMATH Keywords: robust generalized Bayes estimator
zbMATH Keywords: multivariate normal mean
zbMATH Keywords: prior mean
zbMATH Keywords: prior covariance matrix
zbMATH Keywords: size
zbMATH Keywords: probability of coverage
zbMATH Keywords: quadratic loss
zbMATH Keywords: risk
zbMATH Keywords: confidence ellipsoids
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176345068
OpenAlex ID: W2036786210
Wikidata QID: Q100330780
DOI: 10.1214/AOS/1176345068
description: scientific article; zbMATH DE number 3727397