Estimation of the mean vector of a multivariate normal distribution under symmetry (Q3971506): Difference between revisions
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| Property / cites work: A robust generalized Bayes estimator and confidence region for a multivariate normal mean / rank | |||
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| Property / cites work: Non-Optimality of Preliminary-Test Estimators for the Mean of a Multivariate Normal Distribution / rank | |||
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Latest revision as of 10:03, 15 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean vector of a multivariate normal distribution under symmetry |
scientific article |
Statements
Estimation of the mean vector of a multivariate normal distribution under symmetry (English)
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25 June 1992
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preliminary test estimation
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mean vector
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normal distribution
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unknown covariance matrix
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unrestricted maximum likelihood estimator
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restricted MLE
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preliminary test MLE
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modified PTMLE
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shrinkage MLE
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positive-rule shrinkage MLE
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comparative properties
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quadratic loss
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Stein-rule estimator
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risk function
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efficiency
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