کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1146946 957539 2008 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Generalized Bayes minimax estimators of location vectors for spherically symmetric distributions
چکیده انگلیسی

Let X∼f(∥x-θ∥2) and let δπ(X) be the generalized Bayes estimator of θ with respect to a spherically symmetric prior, π(∥θ∥2), for loss ∥δ-θ∥2. We show that if π(t) is superharmonic, non-increasing, and has a non-decreasing Laplacian, then the generalized Bayes estimator is minimax and dominates the usual minimax estimator δ0(X)=X under certain conditions on . The class of priors includes priors of the form for and hence includes the fundamental harmonic prior . The class of sampling distributions includes certain variance mixtures of normals and other functions f(t) of the form e-αtβ and e-αt+βφ(t) which are not mixtures of normals. The proofs do not rely on boundness or monotonicity of the function r(t) in the representation of the Bayes estimator as .

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 99, Issue 4, April 2008, Pages 735-750