IDEAS home Printed from https://ideas.repec.org/a/eee/jmvana/v35y1990i1p130-139.html
   My bibliography  Save this article

Minimax estimation of a bounded normal mean vector

Author

Listed:
  • Berry, J. Calvin

Abstract

The problem of minimax estimation of a multivariate normal mean vector has received much attention in recent years. In this paper this problem is considered when the mean vector is restricted to a compact convex subset B of Rp. The cases of rectangular and spherical bounds are considered. The least favorable prior distributions and Bayes minimax estimator of the mean vector are obtained for the situation where B is a sphere of sufficiently small radius.

Suggested Citation

  • Berry, J. Calvin, 1990. "Minimax estimation of a bounded normal mean vector," Journal of Multivariate Analysis, Elsevier, vol. 35(1), pages 130-139, October.
    • Handle: RePEc:eee:jmvana:v:35:y:1990:i:1:p:130-139
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0047-259X(90)90020-I
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Tsukuma, Hisayuki & Kubokawa, Tatsuya, 2008. "Stein's phenomenon in estimation of means restricted to a polyhedral convex cone," Journal of Multivariate Analysis, Elsevier, vol. 99(1), pages 141-164, January.
    2. Marchand Éric & MacGibbon Brenda, 2000. "Minimax Estimation Of A Constrained Binomial Proportion," Statistics & Risk Modeling, De Gruyter, vol. 18(2), pages 129-168, February.
    3. Éric Marchand & François Perron, 2009. "Estimating a bounded parameter for symmetric distributions," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 61(1), pages 215-234, March.
    4. Marchand, Éric & Perron, François, 2002. "On the minimax estimator of a bounded normal mean," Statistics & Probability Letters, Elsevier, vol. 58(4), pages 327-333, July.
    5. Fourdrinier, Dominique & Marchand, Éric, 2010. "On Bayes estimators with uniform priors on spheres and their comparative performance with maximum likelihood estimators for estimating bounded multivariate normal means," Journal of Multivariate Analysis, Elsevier, vol. 101(6), pages 1390-1399, July.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jmvana:v:35:y:1990:i:1:p:130-139. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.