Estimation of the mean of a multivariate normal distribution
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Publication:1159929
DOI10.1214/aos/1176345632zbMath0476.62035OpenAlexW2054640142WikidataQ56874116 ScholiaQ56874116MaRDI QIDQ1159929
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345632
squared error losstrimmed meanmoving averageunbiased estimatesimultaneous estimationJames-Stein estimateapproximate confidence sets
Parametric tolerance and confidence regions (62F25) Point estimation (62F10) Bayesian inference (62F15) Minimax procedures in statistical decision theory (62C20)
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