Lectures on the theory of estimation of many parameters (Q1076455)
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scientific article; zbMATH DE number 3954069
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| English | Lectures on the theory of estimation of many parameters |
scientific article; zbMATH DE number 3954069 |
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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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