142 citations · 479 across the 31 of their papers we have counts for
29 papers · 1 filter
Proper Bayes minimax multiple shrinkage estimation
Pankaj Bhagwat, William E. Strawderman, Edward I. George
For the canonical problem of estimating a multivariate normal mean under squared error loss, we demonstrate, for the first time, the existence of proper Bayes minimax multiple shri…
Constructing Bayes Minimax Estimators through Integral Transformations
Dominique Fourdrinier, William E. Strawderman, Martin T. Wells
The problem of Bayes minimax estimation for the mean of a multivariate normal distribution under quadratic loss has attracted significant attention recently. These estimators have…
Double shrinkage priors for a normal mean matrix
Takeru Matsuda, Fumiyasu Komaki, William E. Strawderman
We consider estimation of a normal mean matrix under the Frobenius loss. Motivated by the Efron--Morris estimator, a generalization of Stein's prior has been recently developed, wh…
A Review of Brown 1971 (in)admissibility results under scale mixtures of Gaussian priors
Yuzo Maruyama, William, E. Strawderman
Brown's 1971 paper "Admissible estimators, recurrent diffusions and insoluble boundary value problems" is a landmark in the admissibility literature. It nearly completely settles t…
On admissible estimation of a mean vector when the scale is unknown
Yuzo Maruyama, William E. Strawderman
We consider admissibility of generalized Bayes estimators of the mean of a multivariate normal distribution when the scale is unknown under quadratic loss. The priors considered pu…
Estimation under matrix quadratic loss and matrix superharmonicity
Takeru Matsuda, William E. Strawderman
We investigate estimation of a normal mean matrix under the matrix quadratic loss. Improved estimation under the matrix quadratic loss implies improved estimation of any linear com…