Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix (Q1898888)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix |
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Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix (English)
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16 November 1995
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least favorable prior
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necessary and sufficient conditions
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Bayes estimation
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gamma minimax estimation
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multivariate normal mean
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squared error loss
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covariance matrix
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