Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

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.

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Year of publication:	2003
Authors:	Maruyama, Yuzo
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 84.2003, 2, p. 274-283
Publisher:	Elsevier
Keywords:	Admissible Minimax Scale mixtures of multivariate normal distributions The FKG inequality

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

Persistent link: https://www.econbiz.de/10005199762