Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10525838 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
The problem of estimating the mean vector μ of a multivariate normal distribution with the covariance matrix Ï2Ip is considered under the loss function, (δâμ)â²D(δâμ)Ï2, where Ï2 is unknown and D is a known positive definite diagonal matrix. A large class of Bayes minimax estimators of μ is found. This class includes classes of estimators obtained by Lin and Mousa (1982) and Zinodiny et al. (2011).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
S. Zinodiny, S. Rezaei, O. Naghshineh Arjmand, S. Nadarajah,