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• W1970698532 abstract "In some invariant estimation problems under a group, the Bayes estimator against an invariant prior has equivariance as well. This is useful notably for evaluating the frequentist risk of the Bayes estimator. This paper addresses the problem of estimating a matrix of means in normal distributions relative to quadratic loss. It is shown that a matricial shrinkage Bayes estimator against an orthogonally invariant hierarchical prior is admissible and minimax by means of equivariance. The analytical improvement upon every over-shrinkage equivariant estimator is also considered and this paper justifies the corresponding positive-part estimator preserving the order of the sample singular values." @default.
• W1970698532 created "2016-06-24" @default.
• W1970698532 creator A5074869499 @default.
• W1970698532 date "2008-11-01" @default.
• W1970698532 modified "2023-09-25" @default.
• W1970698532 title "Admissibility and minimaxity of Bayes estimators for a normal mean matrix" @default.
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• W1970698532 doi "https://doi.org/10.1016/j.jmva.2008.02.012" @default.
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