Selecting a Minimax Estimator of a Multivariate Normal Mean
Work
Year: 1982
Type: article
Abstract: The problem of estimating a $p$-variate normal mean under arbitrary quadratic loss when $p \geq 3$ is considered. Any estimator having uniformly smaller risk than the maximum likelihood estimator $\de... more
Source: The Annals of Statistics
Author James O. Berger
Cites: 19
Cited by: 99
Related to: 10
FWCI: 8.228
Citation percentile (by year/subfield): 85.12
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze