Lectures on the theory of estimation of many parameters (Q1076455)

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Lectures on the theory of estimation of many parameters
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    Lectures on the theory of estimation of many parameters (English)
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    1986
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    Translation from Zap. Nauchn. Semin. Leningr. Otd. Mat. Inst. Steklova 74, 4-65 (Russian) (1977; Zbl 0421.62036).
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    estimation of mean of multidimensional normal distribution
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    quadratic loss
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    James-Stein estimate
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    Bayes approach
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    estimating
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    normal covariance matrix
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    entropy of multinomial distribution
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