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.

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