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

Yuzo Maruyama

Journal of Multivariate Analysis, 2003, vol. 84, issue 2, 274-283

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: Admissible; Minimax; Scale; mixtures; of; multivariate; normal; distributions; The; FKG; inequality (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (4)

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