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Bayesian Minimax Estimation of the Normal Model With Incomplete Prior Covariance Matrix Specification

✍ Scribed by Duc-Son Pham; Bui, H.H.; Venkatesh, S.

Book ID
119817554
Publisher
IEEE
Year
2010
Tongue
English
Weight
980 KB
Volume
56
Category
Article
ISSN
0018-9448

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Suppose that we have \((n-a)\) independent observations from \(N_{f}(0,2)\) and that, in addition, we have \(a\) independent observations available on the last \((p-c)\) coordinates. Assuming that both observations are independent, we consider the problem of estimating \(\sum\) under the Stein's los