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Admissibility and minimaxity of Bayes estimators for a normal mean matrix

โœ Scribed by Hisayuki Tsukuma


Book ID
108185554
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
613 KB
Volume
99
Category
Article
ISSN
0047-259X

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โœ Yuzo Maruyama ๐Ÿ“‚ Article ๐Ÿ“… 2004 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 199 KB

We consider estimation of a multivariate normal mean vector under sum of squared error loss.We propose a new class of minimax admissible estimator which are generalized Bayes with respect to a prior distribution which is a mixture of a point prior at the origin and a continuous hierarchical type pri