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Bayes minimax estimation of the multivariate normal mean vector under balanced loss function
Affiliation:1. Department of Statistics, Amirkabir University of Technology, Tehran, Iran;2. School of Mathematics, University of Manchester, Manchester, UK;1. Fachbereich Mathematik, Technische Universität Darmstadt, Schlossgartenstr. 7, 64289 Darmstadt, Germany;2. Department of Computer Science and Software Engineering, Concordia University, 1455 De Maisonneuve Blvd. West, Montreal, Quebec, Canada H3G 1M8;3. Fachbereich Mathematik, Universität Stuttgart, Pfaffenwaldring 57, 70569 Stuttgart, Germany;1. Department of Statistics, Central China Normal University, Wuhan 430079, China;2. Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt;1. Department of Mathematics & Statistics, University of Ottawa, 585 King Edward, Ottawa ON K1N 6N5, Canada;2. School of Mathematics & Statistics, University of Sydney, NSW 2006, Australia;1. Department of Mathematics, University of Beira Interior, Covilhã, Portugal;2. Center of Mathematics of Minho University, Braga, Portugal;1. Department of Statistics, Korea University, 145, Anam-ro, Seongbuk-gu, Seoul, Republic of Korea;2. Department of Mathematics and Statistics, Lederle Graduate Research Tower, Box 34515, University of Massachusetts Amherst, Amherst, MA, USA;3. Institute of Economic Research, Korea University, 145, Anam-ro, Seongbuk-gu, Seoul, Republic of Korea
Abstract:
Keywords:Balanced loss function  Bayes estimation  Minimax estimation  Multivariate normal mean  Unknown variance
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