A robust generalized Bayes estimator and confidence region for a multivariate normal mean (Q1154191): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1214/aos/1176345068 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2036786210 / rank | |||
Normal rank |
Revision as of 00:06, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A robust generalized Bayes estimator and confidence region for a multivariate normal mean |
scientific article |
Statements
A robust generalized Bayes estimator and confidence region for a multivariate normal mean (English)
0 references
1980
0 references
robust generalized Bayes estimator
0 references
multivariate normal mean
0 references
prior mean
0 references
prior covariance matrix
0 references
size
0 references
probability of coverage
0 references
quadratic loss
0 references
risk
0 references
confidence ellipsoids
0 references