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
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
Journal title :
Journal of Multivariate Analysis