Gamma-minimax estimators for the mean vector of a multivariate normal distribution (Q2277696)
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scientific article; zbMATH DE number 4197141
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| English | Gamma-minimax estimators for the mean vector of a multivariate normal distribution |
scientific article; zbMATH DE number 4197141 |
Statements
Gamma-minimax estimators for the mean vector of a multivariate normal distribution (English)
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1991
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least favourable priors
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gamma-minimax estimators
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mean vector
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multivariate normal distribution
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arbitrary squared error loss
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quadratic form
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compact, convex set
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0.9346395134925842
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0.9282782673835754
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0.8525580167770386
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