Estimation of the mean of a multivariate normal distribution (Q1159929): Difference between revisions

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Latest revision as of 00:41, 25 June 2024

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Estimation of the mean of a multivariate normal distribution
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    Estimation of the mean of a multivariate normal distribution (English)
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    1981
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    squared error loss
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    unbiased estimate
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    approximate confidence sets
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    moving average
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    James-Stein estimate
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    trimmed mean
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    simultaneous estimation
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