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Minimaxity of a preliminary test estimator for the mean of normal distribution

✍ Scribed by Yasushi Nagata; Taichi Inaba


Publisher
Springer Japan
Year
1985
Tongue
English
Weight
279 KB
Volume
37
Category
Article
ISSN
0020-3157

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✍ Γ‰ric Marchand; FranΓ§ois Perron πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 114 KB

For estimating under squared-error loss the mean of a p-variate normal distribution when this mean lies in a ball of radius m centered at the origin and the covariance matrix is equal to the identity matrix, it is shown that the Bayes estimator with respect to a uniformly distributed prior on the bo