On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (Q1336944): Difference between revisions

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On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
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    On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (English)
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    6 November 1994
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    linear estimation
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    constraint
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    lower bound
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    sensitivity
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    explicit expression
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    best equivariant estimator
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    multivariate normal mean
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    efficiency
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    maximum likelihood estimation
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