Minimax estimation of a normal mean vector when the covariance matrix is unknown (Q1131804): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 03:19, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimax estimation of a normal mean vector when the covariance matrix is unknown |
scientific article |
Statements
Minimax estimation of a normal mean vector when the covariance matrix is unknown (English)
0 references
1979
0 references
minimax estimation
0 references
normal mean vector
0 references
quadratic loss
0 references
unknown covariance matrix
0 references
Wishart distribution
0 references