Estimation of the mean vector in a singular multivariate normal distribution (Q495383): Difference between revisions

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Property / author: Tatsuya Kubokawa / rank
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Property / author
 
Property / author: Tatsuya Kubokawa / rank
 
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Property / Mathematics Subject Classification ID: 62C20 / rank
 
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Property / Mathematics Subject Classification ID: 62J07 / rank
 
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Property / Mathematics Subject Classification ID: 62C10 / rank
 
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Property / zbMATH DE Number: 6480473 / rank
 
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empirical Bayes method
Property / zbMATH Keywords: empirical Bayes method / rank
 
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generalized Bayes estimator
Property / zbMATH Keywords: generalized Bayes estimator / rank
 
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inadmissibility
Property / zbMATH Keywords: inadmissibility / rank
 
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minimaxity
Property / zbMATH Keywords: minimaxity / rank
 
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Property / zbMATH Keywords
 
Moore-Penrose inverse
Property / zbMATH Keywords: Moore-Penrose inverse / rank
 
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pseudo-Wishart distribution
Property / zbMATH Keywords: pseudo-Wishart distribution / rank
 
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Property / zbMATH Keywords
 
quadratic loss
Property / zbMATH Keywords: quadratic loss / rank
 
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Property / zbMATH Keywords
 
shrinkage estimator
Property / zbMATH Keywords: shrinkage estimator / rank
 
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Property / zbMATH Keywords
 
statistical decision theory
Property / zbMATH Keywords: statistical decision theory / rank
 
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Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
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Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.jmva.2015.05.016 / rank
 
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Property / OpenAlex ID: W2117644373 / rank
 
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Property / cites work
 
Property / cites work: A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution / rank
 
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Latest revision as of 17:38, 10 July 2024

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Estimation of the mean vector in a singular multivariate normal distribution
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    Estimation of the mean vector in a singular multivariate normal distribution (English)
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    10 September 2015
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    empirical Bayes method
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    generalized Bayes estimator
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    inadmissibility
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    minimaxity
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    Moore-Penrose inverse
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    pseudo-Wishart distribution
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    quadratic loss
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    shrinkage estimator
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    statistical decision theory
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