Minimax Bayes estimators of a multivariate normal mean
نویسندگان
چکیده
منابع مشابه
Improved minimax estimation of a multivariate normal mean under heteroscedasticity
Consider the problem of estimating a multivariate normal mean with a known variance matrix, which is not necessarily proportional to the identity matrix. The coordinates are shrunk directly in proportion to their variances in Efron and Morris’ (J. Amer. Statist. Assoc. 68 (1973) 117–130) empirical Bayes approach, whereas inversely in proportion to their variances in Berger’s (Ann. Statist. 4 (1...
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ژورنال
عنوان ژورنال: Journal of Multivariate Analysis
سال: 1978
ISSN: 0047-259X
DOI: 10.1016/0047-259x(78)90060-x