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Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

โœ Scribed by Yuzo Maruyama

Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
218 KB
Volume
84
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

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.

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