IDEAS home Printed from https://ideas.repec.org/p/tky/fseres/2004cf308.html
   My bibliography  Save this paper

On Minimaxity and Admissibility of Hierarchical Bayes Estimators

Author

Listed:
  • Tatsuya Kubokawa

    (Faculty of Economics, University of Tokyo)

  • William E. Strawderman

    (Department of Statistics, Rutgers University)

Abstract

In the estimation of a mean vector of a multivariate normal distribution, the paper obtains conditions for minimaxity of hierarchical Bayes estimators against hierarchical prior distributions where three types of second stage priors are treated. Conditions for admissibility and inadmissibility of the hierarchical Bayes estimators are also derived by using the same arguments as in Berger and Strawderman (1996). Combining these results yields admissible and minimax hierarchical Bayes estimators.

Suggested Citation

  • Tatsuya Kubokawa & William E. Strawderman, 2004. "On Minimaxity and Admissibility of Hierarchical Bayes Estimators," CIRJE F-Series CIRJE-F-308, CIRJE, Faculty of Economics, University of Tokyo.
  • Handle: RePEc:tky:fseres:2004cf308
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    More about this item

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tky:fseres:2004cf308. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CIRJE administrative office). General contact details of provider: http://edirc.repec.org/data/ritokjp.html .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.