Abstract #300426

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JSM 2002 Abstract #300426
Activity Number: 56
Type: Invited
Date/Time: Monday, August 12, 2002 : 8:30 AM to 10:20 AM
Sponsor: IMS
Abstract - #300426
Title: Bayes Minimax Estimation of a Normal Mean Vector For General Quadratic Loss
Author(s): William Strawderman*+
Affiliation(s): Rutgers University
Address: 501 Hill Center, 110 Frelinghuysen Rd, Piscataway, New Jersey, 08854, USA
Keywords:
Abstract:

We consider estimation of the mean vector of a multivariate normal distribution with arbitrary known covariance matrix and arbitrary quadratic loss function.We attempt to unify and extend many of the known Bayes minimax results in the literature. In particular, for any of the known hierarchical prior which give a minimax estimator in the identity covariance matrix-identity quadratic form loss, we give a corresponding class of minimax estimators in the general case.

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