Admissible minimax estimators of a mean vector of scale mixtures of multivariate normal distributions |
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| Authors: | Yuzo Maruyama |
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| Institution: | Center for Spatial Information Science, Faculty of Economics, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-0033, Japan |
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| Abstract: | The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given. |
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| Keywords: | Admissible Minimax Scale mixtures of multivariate normal distributions The FKG inequality |
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