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A minimax regret estimator of a normal mean after preliminary test

✍ Scribed by Kôichi Inada


Publisher
Springer Japan
Year
1984
Tongue
English
Weight
395 KB
Volume
36
Category
Article
ISSN
0020-3157

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📜 SIMILAR VOLUMES


On the minimax estimator of a bounded no
✍ Éric Marchand; François Perron 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 114 KB

For estimating under squared-error loss the mean of a p-variate normal distribution when this mean lies in a ball of radius m centered at the origin and the covariance matrix is equal to the identity matrix, it is shown that the Bayes estimator with respect to a uniformly distributed prior on the bo