Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
type: Item
instance of: scholarly article
title: Proper Bayes and minimax predictive densities related to estimation of a normal mean matrix
zbMATH Open document ID: 1368.62017
author: Hisayuki Tsukuma
author: Tatsuya Kubokawa
published in: Journal of Multivariate Analysis
publication date: 2017-08-03T00:00:00Z
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62C10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 6756483
zbMATH Keywords: admissibility
zbMATH Keywords: Gauss' divergence theorem
zbMATH Keywords: generalized Bayes estimator
zbMATH Keywords: inadmissibility
zbMATH Keywords: Kullback-Leibler loss
zbMATH Keywords: minimaxity
zbMATH Keywords: shrinkage estimator
zbMATH Keywords: statistical decision theory
MaRDI profile type: Publication
full work available at URL: j.jmva.2017.05.004
OpenAlex ID: W2620075508
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DOI: 10.1016/J.JMVA.2017.05.004
description: scientific article; zbMATH DE number 6756483