On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (Q1417791): Difference between revisions

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Latest revision as of 13:35, 6 June 2024

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On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
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    On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance. (English)
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    6 January 2004
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    James-Stein estimator
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    Positive-part rule
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    Risk
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    Quadratic loss
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