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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English | 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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