Asymptotically uniformly distributed priors and bayes estimators in mixed models
H. Herrmann, Friedrich Liese · Stochastics and stochastics reports · 2000
For a general class of mixed models which includes the (Γ,γ)-model introduced by Shiryaev and Spokoiny (1993) we prove the minimaxity of a Pitman type estimator. This minimaxity is closely related to the asymptotic minimaxity of a sequence of Bayes estimators which is a consequence of the asymptotic shift invariance of the priors. Such priors are called asymptotically uniformly distributed