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Bayesian minimax estimation of the normal model with incomplete prior covariance matrix specification
journal contribution
posted on 2010-12-01, 00:00 authored by D S Pham, H Bui, Svetha VenkateshSvetha VenkateshBayesian minimax estimation of the normal model with incomplete prior covariance matrix specification
History
Journal
IEEE transactions on information theoryVolume
56Issue
12Pagination
6433 - 6449Publisher
IEEELocation
Piscataway, N.J.Publisher DOI
ISSN
0018-9448eISSN
1557-9654Language
engNotes
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C1.1 Refereed article in a scholarly journalCopyright notice
2010, IEEEUsage metrics
Keywords
Bayesian point estimategamma-minimaxminimax estimatornormal modelprior uncertaintyrobust Bayesian analysisshrinkage methodScience & TechnologyTechnologyComputer Science, Information SystemsEngineering, Electrical & ElectronicComputer ScienceEngineeringOPTIMIZATIONINFERENCEArtificial Intelligence and Image Processing
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