Bayes and Minimax Sample-Admissible Multivariate Selection Procedures
โ Scribed by Marc J. Sobel
- Book ID
- 125249695
- Publisher
- American Statistical Association
- Year
- 1991
- Tongue
- English
- Weight
- 448 KB
- Volume
- 86
- Category
- Article
- ISSN
- 0162-1459
- DOI
- 10.2307/2290520
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
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.