Estimation of the mean vector of a multivariate normal distribution under symmetry (Q3971506)
From MaRDI portal
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)
0 references
25 June 1992
0 references
preliminary test estimation
0 references
mean vector
0 references
normal distribution
0 references
unknown covariance matrix
0 references
unrestricted maximum likelihood estimator
0 references
restricted MLE
0 references
preliminary test MLE
0 references
modified PTMLE
0 references
shrinkage MLE
0 references
positive-rule shrinkage MLE
0 references
comparative properties
0 references
quadratic loss
0 references
Stein-rule estimator
0 references
risk function
0 references
efficiency
0 references
