Gamma-minimax estimation of a multivariate normal mean

Metrika ◽

10.1007/bf02613500 ◽

1990 ◽

Vol 37 (1) ◽

pp. 1-6

Author(s):

L. Chen ◽

J. Eichenauer-Herrmann ◽

J. Lehn

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Minimax estimation of a multivariate normal mean under polynomial loss

Journal of Multivariate Analysis ◽

10.1016/0047-259x(78)90070-2 ◽

1978 ◽

Vol 8 (2) ◽

pp. 173-180 ◽

Author(s):

James O. Berger

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

The Annals of Statistics ◽

10.1214/aos/1176343356 ◽

1976 ◽

Vol 4 (1) ◽

pp. 223-226 ◽

Author(s):

James O. Berger

Keyword(s):

Minimax Estimation ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2011.04.008 ◽

2011 ◽

Vol 102 (9) ◽

pp. 1256-1262 ◽

Author(s):

S. Zinodiny ◽

W.E. Strawderman ◽

A. Parsian

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Unknown Variance ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION

Australian Journal of Statistics ◽

10.1111/j.1467-842x.1983.tb01218.x ◽

1983 ◽

Vol 25 (3) ◽

pp. 463-466 ◽

Author(s):

Pi-Erh Lin ◽

Amany Mousa

Keyword(s):

Loss Function ◽

Minimax Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Convex Loss Function ◽

Normal Mean ◽

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Minimax estimation of a multivariate normal mean under arbitrary quadratic loss

Journal of Multivariate Analysis ◽

10.1016/0047-259x(76)90035-x ◽

1976 ◽

Vol 6 (2) ◽

pp. 256-264 ◽

Author(s):

James Berger

Keyword(s):

Minimax Estimation ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Bayes minimax estimation of the multivariate normal mean vector under balanced loss function

Statistics & Probability Letters ◽

10.1016/j.spl.2014.06.022 ◽

2014 ◽

Vol 93 ◽

pp. 96-101 ◽

Author(s):

S. Zinodiny ◽

S. Rezaei ◽

S. Nadarajah

Keyword(s):

Loss Function ◽

Minimax Estimation ◽

Multivariate Normal ◽

Balanced Loss Function ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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Bayes minimax estimation of the multivariate normal mean vector under quadratic loss functions

Statistics & Probability Letters ◽

10.1016/j.spl.2013.05.021 ◽

2013 ◽

Vol 83 (9) ◽

pp. 2052-2056 ◽

Author(s):

S. Zinodiny ◽

S. Rezaei ◽

O. Naghshineh Arjmand ◽

S. Nadarajah

Keyword(s):

Minimax Estimation ◽

Loss Functions ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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Improved minimax estimation of a multivariate normal mean under heteroscedasticity

Bernoulli ◽

10.3150/13-bej580 ◽

2015 ◽

Vol 21 (1) ◽

pp. 574-603 ◽

Author(s):

Zhiqiang Tan

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Truncated linear estimation of a bounded multivariate normal mean

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2012.03.022 ◽

2012 ◽

Vol 142 (9) ◽

pp. 2607-2618 ◽

Author(s):

Othmane Kortbi ◽

Éric Marchand

Keyword(s):

Linear Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Likelihood Ratio Tests for a Change in the Multivariate Normal Mean

Journal of the American Statistical Association ◽

10.1080/01621459.1986.10478260 ◽

1986 ◽

Vol 81 (393) ◽

pp. 199-204 ◽

Author(s):

M. S. Srivastava ◽

K. J. Worsley

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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