Admissible linear estimators of the multivariate normal mean without extra information
β Scribed by L. Wang
- Book ID
- 112939386
- Publisher
- Springer-Verlag
- Year
- 1991
- Tongue
- English
- Weight
- 362 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0932-5026
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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.
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.
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