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Ignorance prior distribution of a hyperparameter and Stein's estimator

✍ Scribed by Hirotugu Akaike


Book ID
105589918
Publisher
Springer Japan
Year
1980
Tongue
English
Weight
397 KB
Volume
32
Category
Article
ISSN
0020-3157

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Stein's idea and minimax admissible esti
✍ Yuzo Maruyama πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 199 KB

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