Pages that link to "Item:Q1823586"

The following pages link to On the best equivariant estimator of mean of a multivariate normal population (Q1823586):

Displaying 8 items.

• Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss (Q369395) (← links)
• A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions (Q476229) (← links)
• Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models (Q855244) (← links)
• Best equivariant estimation in curved covariance models (Q1190555) (← links)
• Estimation of a parameter vector when some components are restricted (Q1400140) (← links)
• Equivariant estimation under the pitman closeness criterion (Q3135538) (← links)
• On the best equivariant estimator of covariance matrix of a multivariate normal population (Q4269945) (← links)
• James-stein estimation with constraints on the norm (Q4275851) (← links)