Sensitivity of minimaxity and admissibility in the estimation of a positive normal mean
β Scribed by Yuzo Maruyama; Katsunori Iwasaki
- Book ID
- 105603377
- Publisher
- Springer Japan
- Year
- 2005
- Tongue
- English
- Weight
- 572 KB
- Volume
- 57
- Category
- Article
- ISSN
- 0020-3157
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π 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.
The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.
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