Generalized Bayes estimators with closed forms for the normal mean and covariance matrices
نویسندگان
چکیده
In the estimation of mean matrix in a multivariate normal distribution, generalized Bayes estimators with closed forms are provided, and sufficient conditions for their minimaxity derived relative to both scalar quadratic loss functions. The covariance also given forms, dominance properties discussed Stein function.
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ژورنال
عنوان ژورنال: Journal of Statistical Planning and Inference
سال: 2023
ISSN: ['1873-1171', '0378-3758']
DOI: https://doi.org/10.1016/j.jspi.2022.06.007