A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean

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.

MoreLess

Year of publication:	1998
Authors:	Maruyama, Yuzo
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 64.1998, 2, p. 196-205
Publisher:	Elsevier
Subject:	admissible \| minimax \| multivariate normal mean \| generalized Bayes \| quadratic loss

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005199735