Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
type: Item
instance of: scholarly article
title: Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
zbMATH Open document ID: 1151.62025
author: Martin T. Wells
author: Gongfu Zhou
published in: Journal of Multivariate Analysis
publication date: 2008-11-27T00:00:00Z
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C10
zbMATH DE Number: 5374617
zbMATH Keywords: generalized Bayes estimate
zbMATH Keywords: integration by parts
zbMATH Keywords: minimax estimate
zbMATH Keywords: multivariate normal mean
zbMATH Keywords: invariant loss
zbMATH Keywords: unknown variance
zbMATH Keywords: weakly differentiable function
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.02.016
OpenAlex ID: W1985015382
cites work: A family of admissible minimax estimators of the mean of a multivariate normal distribution
cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
cites work: Statistical decision theory and Bayesian analysis. 2nd ed
cites work: Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface
cites work: Choice of hierarchical priors: Admissibility in estimation of normal means
cites work: Posterior propriety and admissibiity of hyperpriors in normal hierarchical models
cites work: Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
cites work: Families of minimax estimators of the mean of a multivariate normal distribution
cites work: Minimax Bayes estimators of a multivariate normal mean
cites work: Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions
cites work: On the construction of Bayes minimax estimators
cites work: Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix
cites work: Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions with residual vector
cites work: Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
cites work: Q4261318
cites work: A robust generalized Bayes estimator improving on the James-Stein estimator for spherically symmetric distributions
cites work: A new class of generalized Bayes minimax ridge regression estimators
cites work: Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family
cites work: Estimation of the mean of a multivariate normal distribution
cites work: Proper Bayes Minimax Estimators of the Multivariate Normal Mean
cites work: Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
DOI: 10.1016/J.JMVA.2008.02.016
description: scientific article; zbMATH DE number 5374617