Title :
Constrained minimax estimate of a normal mean (Corresp.)
Author :
Shulman, David A.
fDate :
3/1/1973 12:00:00 AM
Abstract :
For Bayes estimation of a normal mean, if prior mean and prior covariance are known, a minimax estimate is obtainable by assuming the prior distribution to be normal. The minimax is constrained by the given prior mean and covariance.
Keywords :
Bayes procedures; Minimax estimation; Pattern recognition; Bismuth; Distributed computing; Equations; Error analysis; Minimax techniques; Probability; Signal detection; Statistical analysis; Statistical distributions; Upper bound;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1973.1054989
