Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss-Reference-Cited by-同舟云学术

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Minimax estimation of the mean of spherically symmetric distributions under general quadratic loss

Published:1979-12 Issue:4 Volume:9 Page:579-588
ISSN:0047-259X
Container-title:Journal of Multivariate Analysis
language:en
Short-container-title:Journal of Multivariate Analysis

Author:

Brandwein Ann Cohen

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference21 articles.

1. A family of minimax estimators of the mean of a multivariate normal distribution;Alam;Ann. Statist.,1973

2. A family of minimax estimators of the mean of a multivariate normal distribution;Baranchik;Ann. Math. Statist.,1964

3. Minimax estimation of a multivariate normal mean with arbitrary quadratic loss;Berger,1974

4. Minimax estimation of location vectors for a wide class of densities;Berger;Ann. Statist.,1975

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1. Estimating the Location Vector for Spherically Symmetric Distributions;Contemporary Experimental Design, Multivariate Analysis and Data Mining;2020

2. Drift estimation with non-gaussian noise using Malliavin Calculus;Electronic Journal of Statistics;2015-01-01

3. On improved shrinkage estimators for concave loss;Statistics & Probability Letters;2015-01

4. Supplementary References;Multivariate Statistical Simulation;2013-11-30

5. Introduction;Frontiers of Statistical Decision Making and Bayesian Analysis;2010

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