Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (Q1105947)
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scientific article; zbMATH DE number 4060545
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| English | Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I |
scientific article; zbMATH DE number 4060545 |
Statements
Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (English)
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1988
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maximum likelihood estimation
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coefficient of variation
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ancillary statistics
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maximal invariant
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best equivariant estimators
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0.8885601162910461
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0.8885296583175659
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0.8722416162490845
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0.8424913287162781
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