Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654): Difference between revisions

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+Andrew. L. Rukhin
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+MaRDI publication profile
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+Improving on equivariant estimators
@@ Property / cites work: Improving on equivariant estimators / rank @@
+Normal rank
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+Limit expressions for the risk of james‐stein estimators
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+Families of minimax estimators of the mean of a multivariate normal distribution
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+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
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+Admissible and Minimax Estimates of Parameters in Truncated Spaces
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+Q3672893
@@ Property / cites work: Q3672893 / rank @@
+Normal rank
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+Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
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+Risk behavior of variance estimators in multivariate normal distribution
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+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
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+Asymptotic risk comparison of improved estimators for normal covariance matrix
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+Q3785786
@@ Property / cites work: Q3785786 / rank @@
+Normal rank