Estimation of a common multivariate normal mean vector

DOI10.1007/BF00121653MaRDI QIDQ1206626zbMATH OpenFDO

Authors S. Singh, K. Krishnamoorthy

Publication date 1 April 1993

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00121653

zbMATH Keywords

common mean vectorexact riskindependent observationsloss functionnoncentral Wishart distributionsunbiased estimatorWishart distributions

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• An identity for the Wishart distribution with applications
• Combining Unbiased Estimators
• Estimating common parameters of growth curve models under a quadratic loss
• Estimation of location parameters from two linear models under normality
• Estimation with quadratic loss.
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• Minimum variance unbiased estmation in some nonregulr families
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• Point and confidence estimation of a common mean and recovery of interblock information

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(15)

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• Unbiased equivariant estimation of a common normal mean vector with one observation from each population
• Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
• Shrinkage domination in a multivariate common mean problem
• Unbiased estimation of the common mean of a multivariate normal distribution
• scientific article; zbMATH DE number 5072380 (Why is no real title available?)
• ESTIMATING THE COMMON MEAN OF A BIVARIATE NORMAL POPULATION
• Shrinkage estimation of a mean vector in a two-sample problem
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• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• Confidence regions for the common mean vector of several multivariate normal populations
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