Title of article
A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
Author/Authors
Maruyama، نويسنده , , Yuzo، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 1998
Pages
10
From page
196
To page
205
Abstract
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawdermanʹs and Alamʹs. Further, this class is much broader than theirs.
Keywords
Generalized Bayes , multivariate normal mean , Quadratic loss , Admissible , Minimax
Journal title
Journal of Multivariate Analysis
Serial Year
1998
Journal title
Journal of Multivariate Analysis
Record number
1557491
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