Title of article
Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions
Author/Authors
Maruyama، نويسنده , , Yuzo، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2003
Pages
10
From page
274
To page
283
Abstract
The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.
Keywords
minimax , Scale mixtures of multivariate normal distributions , The FKG inequality , Admissible
Journal title
Journal of Multivariate Analysis
Serial Year
2003
Journal title
Journal of Multivariate Analysis
Record number
1557855
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