Admissible estimators of a multivariate normal mean vector when the scale is unknown

• 成果类型: Article
• 署名作者: Maruyama, Y.; Strawderman, W. E.
• 署名单位: Kobe University; Rutgers University System; Rutgers University New Brunswick
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asaa102
• 发表日期: 2021
• 页码: 9971003
• 关键词: bayes minimax estimators; BOUNDARY

摘要

We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators.