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- W2012136151 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 $delta^0$ will have significantly smaller risk only in a fairly small region of the parameter space. A relatively simple minimax estimator is developed which allows the user to select the region in which significant improvement over $delta^0$ is to be achieved. Since the desired region of improvement should probably be chosen to coincide with prior beliefs concerning the whereabouts of the normal mean, the estimator is also analyzed from a Bayesian viewpoint." @default.
- W2012136151 created "2016-06-24" @default.
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- W2012136151 date "1982-03-01" @default.
- W2012136151 modified "2023-10-11" @default.
- W2012136151 title "Selecting a Minimax Estimator of a Multivariate Normal Mean" @default.
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- W2012136151 doi "https://doi.org/10.1214/aos/1176345691" @default.
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