MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION (Q3040333)
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scientific article; zbMATH DE number 3835158
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| English | MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION |
scientific article; zbMATH DE number 3835158 |
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MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER A CONVEX LOSS FUNCTION (English)
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1983
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minimax estimation of multivariate normal mean
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unknown variances
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convex combination of loss functions
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risk function
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