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Admissibility of some preliminary test estimators for the mean of normal distribution

✍ Scribed by Yasushi Nagata


Publisher
Springer Japan
Year
1983
Tongue
English
Weight
403 KB
Volume
35
Category
Article
ISSN
0020-3157

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πŸ“œ SIMILAR VOLUMES


Admissible minimax estimators of a mean
✍ Yuzo Maruyama πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 218 KB

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.