{"title":"椭圆轮廓分布中平均向量的贝叶斯最小估计器","authors":"Jie Jiang , Lichun Wang","doi":"10.1016/j.spl.2024.110186","DOIUrl":null,"url":null,"abstract":"<div><p>This paper investigates the Bayes estimator of the mean of an elliptically contoured distribution with unknown scale parameter under the quadratic loss. The Laplace transform and inverse Laplace transform of density facilitate us to obtain the expression of Bayes estimator. Then we prove the minimaxity of the Bayes estimator under certain conditions.</p></div>","PeriodicalId":0,"journal":{"name":"","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2024-06-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bayes minimax estimator of the mean vector in an elliptically contoured distribution\",\"authors\":\"Jie Jiang , Lichun Wang\",\"doi\":\"10.1016/j.spl.2024.110186\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>This paper investigates the Bayes estimator of the mean of an elliptically contoured distribution with unknown scale parameter under the quadratic loss. The Laplace transform and inverse Laplace transform of density facilitate us to obtain the expression of Bayes estimator. Then we prove the minimaxity of the Bayes estimator under certain conditions.</p></div>\",\"PeriodicalId\":0,\"journal\":{\"name\":\"\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.0,\"publicationDate\":\"2024-06-19\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S016771522400155X\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S016771522400155X","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Bayes minimax estimator of the mean vector in an elliptically contoured distribution
This paper investigates the Bayes estimator of the mean of an elliptically contoured distribution with unknown scale parameter under the quadratic loss. The Laplace transform and inverse Laplace transform of density facilitate us to obtain the expression of Bayes estimator. Then we prove the minimaxity of the Bayes estimator under certain conditions.
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