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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

Proper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances

The Annals of Statistics ◽

10.1214/aos/1176342567 ◽

1973 ◽

Vol 1 (6) ◽

pp. 1189-1194 ◽

Author(s):

William E. Strawderman

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

Normal Mean ◽

Download Full-text

Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

10.1080/02331889708802604 ◽

1997 ◽

Vol 30 (2) ◽

pp. 99-125 ◽

Author(s):

Jyh-Jiuan Lin ◽

Nabendu Pal ◽

Ching-Hui Chang

Keyword(s):

Multivariate Normal ◽

Variance Estimators ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Vector Estimation ◽

Download Full-text

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 ◽

Download Full-text

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 ◽

Download Full-text

Estimation of a common multivariate normal mean vector

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf00121653 ◽

1991 ◽

Vol 43 (4) ◽

pp. 761-771 ◽

Author(s):

K. Krishnamoorthy

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Download Full-text

Bayesian Inference for Multivariate Normal Mean Vector

Introduction to Bayesian Statistics, Third Edition ◽

10.1002/9781118593165.ch18 ◽

2016 ◽

pp. 393-410

Keyword(s):

Bayesian Inference ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Download Full-text