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
Robustified version of Stein's multivariate location estimation
✍ Scribed by Jana Jurečková; A.K.Md. Ehsanes Saleh
- Publisher
- Elsevier Science
- Year
- 1990
- Tongue
- English
- Weight
- 385 KB
- Volume
- 9
- Category
- Article
- ISSN
- 0167-7152
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