Sankhya: The Indian Journal of Statistics

1994, Volume 56, Series A, Pt. 3 , pp. 516-523

BAYES SET ESTIMATORS AND RATE OF CONVERGENCE OF RISK FOR THE MEAN OF MULTIVARIATE NORMAL DISTRIBUTION WHEN PRECISION MATRIX IS UNKNOWN

By

R.N. RATTIHALLI, *Shivaji University*

SUMMARY. In Kunte and Rattihalli (KR) (1989) Bayes set estimator for the mean of multinormal distribution by using conjugate prior distribution is found, when the precision matrix is *known*. In this article the case of *unknown* precision matrix is considered. For the motivation and the description of the models we refer to KR.

*AMS (1980) subject classification.* Primary 62F15, 62C10; secondary 62F12.

*Key words and phrases.* Bayes estimator, multivariate normal distribution.

This paper in Mathematical Reviews.