Let X be a p-variate (p = 3) vector normally distributed with mean [theta] and known covariance matrix . It is desired to estimate [theta] under the quadratic loss ([delta] - [theta])t Q([delta] - [theta]), where Q is a known positive definite matrix. A broad class of minimax estimators for...

Model selection procedures often depend explicitly on the sample size n of the experiment. One example is the Bayesian information criterion (BIC) criterion and another is the use of Zellner--Siow priors in Bayesian model selection. Sample size is well-defined if one has i.i.d real observations,...

In robust Bayesian analysis, it is of interest to find the optimal robust credible set, viz: the smallest set with posterior probability at least, say [gamma], with respect to each prior in the class. Here, we derive the optimal robust credible set for the [var epsilon]-contamination class of...

The problem of global estimation of the mean function [theta](·) of a quite arbitrary Gaussian process is considered. The loss function in estimating [theta] by a function a(·) is assumed to be of the form L([theta], a) = [integral operator] [[theta](t) - a(t)]2[mu](dt), and estimators are...