Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference21 articles.
1. A family of admissible minimax estimators of the mean of a multivariate normal distribution;Alam;Annals of Statistics,1973
2. A family of minimax estimators of the mean of a multivariate normal distribution;Baranchik;Annals of Mathematical Statistics,1970
3. Statistical Decision Theory and Bayesian Analysis;Berger,1985
4. Subjective hierarchical Bayes estimation of a multivariate normal mean: On the frequentist interface;Berger;Annals of Statistics,1990
5. Choice of hierarchical priors: Admissibility in estimation of normal means;Berger;Annals of Statistics,1996
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