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On priors which give Bayes minimax estimators of Baranchik's form

Presented During: William E. Strawderman Memorial Session: Remembering a Researcher and Friend

Martin Wells Speaker
Cornell University

Wednesday, Aug 6: 9:00 AM - 9:25 AM
Invited Paper Session

Music City Center

We study the construction of prior distributions which give Bayes minimax estimators of a normal mean vector. Particular attention is paid to priors which are not scale mixtures of normal distributions.