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  • 标题:Bayes minimax estimation under power priors of location parameters for a wide class of spherically symmetric distributions
  • 本地全文:下载
  • 作者:Dominique Fourdrinier ; Fatiha Mezoued ; William E. Strawderman
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2013
  • 卷号:7
  • 页码:717-741
  • DOI:10.1214/13-EJS785
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We complement the results of Fourdrinier, Mezoued and Strawderman in [5] who considered Bayesian estimation of the location parameter $\theta$ of a random vector $X$ having a unimodal spherically symmetric density $f(\|x-\theta\|^{2})$ for a spherically symmetric prior density $\pi(\|\theta\|^{2})$. In [5], expressing the Bayes estimator as $\delta_{\pi}(X)=X+\nabla M(\|X\|^{2})/m(\|X\|^{2})$, where $m$ is the marginal associated to $f(\|x-\theta\|^{2})$ and $M$ is the marginal with respect to $F(\|x-\theta\|^{2})=1/2\int_{\|x-\theta\|^{2}}^{\infty}f(t)\,dt$, it was shown that, under quadratic loss, if the sampling density $f(\|x-\theta\|^{2})$ belongs to the Berger class (i.e. there exists a positive constant $c$ such that $F(t)/f(t)\geq c$ for all $t$), conditions, dependent on the monotonicity of the ratio $F(t)/f(t)$, can be found on $\pi$ in order that $\delta_{\pi}(X)$ is minimax.
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