Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 07:26, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean |
scientific article |
Statements
Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (English)
0 references
1 April 1993
0 references
asymptotic risk behavior
0 references
bowl-shaped loss function
0 references
James-Stein estimator of normal mean
0 references
relative risk reduction
0 references
Stein estimator of normal variance
0 references
scale-equivariant estimators
0 references
unknown variance
0 references
unknown mean
0 references
multivariate normal distribution
0 references
general loss
0 references
positive normal mean under quadratic loss
0 references
Brewster-Zidek variance estimator of the normal variance
0 references
