Items for "posterior mean"

Robust multivariate location estimation, admissibility, and shrinkage phenomenon

Estimators of multivariate location parameters are generally dominated, in finite as well as asymptotic setups, by suitable shrinkage versions, and hence are inadmissible; such shrinkage estimators may not be admissible either...

Keywords: Huber contamination model, M-estimation, posterior mean, score function, superharmonic function