Improved estimation of the mean vector for student-t model (Q4541706)
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scientific article; zbMATH DE number 1772101
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of the mean vector for student-t model |
scientific article; zbMATH DE number 1772101 |
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Improved estimation of the mean vector for student-t model (English)
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28 July 2002
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uncertain prior information
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maximum likelihood estimators
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likelihood ratio tests
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James-Stein estimators
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bias
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quadratic risk
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Student t distribution
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multivariate normal
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inverted gamma distributions
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dominance
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relative efficiency
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