A Family of Admissible Minimax Estimators of the Mean of a Multivariate, Normal Distribution
โ Scribed by Tze Fen Li and Dinesh S. Bhoj
- Book ID
- 115056526
- Publisher
- John Wiley and Sons
- Year
- 1986
- Tongue
- French
- Weight
- 273 KB
- Volume
- 14
- Category
- Article
- ISSN
- 0319-5724
- DOI
- 10.2307/3314801
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs.
The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.