Bayesian minimax estimation of the normal model with incomplete prior covariance matrix specification
| Data(s) |
01/12/2010
|
|---|---|
| Identificador | |
| Idioma(s) |
eng |
| Publicador |
IEEE |
| Relação |
http://dro.deakin.edu.au/eserv/DU:30044193/venkates-bayesianminimax-2010.pdf http://dx.doi.org/10.1109/TIT.2010.2080612 |
| Direitos |
2010, IEEE |
| Palavras-Chave | #Bayesian point estimate #gamma-minimax #minimax estimator #normal model #prior uncertainty #robust Bayesian analysis #shrinkage method |
| Tipo |
Journal Article |
