Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions

Authors:
Yuzo Maruyama
Affiliations:
Center for Spatial Information Science, Faculty of Economics, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan
Venue:
Journal of Multivariate Analysis
Year:
2003

Citing 1
Cited 4

A unified and broadened class of admissible minimax estimators of a multivariate normal mean

Journal of Multivariate Analysis

Admissibility and minimaxity of generalized Bayes estimators for spherically symmetric family

Journal of Multivariate Analysis
Bayes minimax estimators of the mean of a scale mixture of multivariate normal distributions

Journal of Multivariate Analysis
Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions

Journal of Multivariate Analysis
Bayes minimax estimation of the multivariate normal mean vector for the case of common unknown variance

Journal of Multivariate Analysis

Quantified Score

Hi-index	0.00

Visualization

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.