A characterization of the multivariate normal distribution and some remarks on linear estimators (Q1097607)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A characterization of the multivariate normal distribution and some remarks on linear estimators |
scientific article; zbMATH DE number 4034874
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A characterization of the multivariate normal distribution and some remarks on linear estimators |
scientific article; zbMATH DE number 4034874 |
Statements
A characterization of the multivariate normal distribution and some remarks on linear estimators (English)
0 references
1987
0 references
A characterization of the multivariate normal distribution is given. The characterization is essentially based on spherical symmetry and linearity of the posterior mean of a translation parameter vector. In addition some remarks concerning admissibility of linear estimators are made.
0 references
Bayes estimator
0 references
infinite divisibility
0 references
characterization
0 references
multivariate normal distribution
0 references
spherical symmetry
0 references
linearity
0 references
posterior mean
0 references
translation parameter vector
0 references
admissibility of linear estimators
0 references
0.819830060005188
0 references
0.8016479015350342
0 references
0.7968006730079651
0 references
