Improved estimators of a location vector with unknown scale parameter (Q3978079)
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scientific article; zbMATH DE number 13682
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| English | Improved estimators of a location vector with unknown scale parameter |
scientific article; zbMATH DE number 13682 |
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Improved estimators of a location vector with unknown scale parameter (English)
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25 June 1992
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James-Stein estimators
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arbitrary quadratic loss
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location vector parameter
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unknown covariance matrix
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improved shrinkage estimators
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scale mixtures of normal distributions
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0.8783763647079468
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0.8356131315231323
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0.8343912959098816
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0.8241258859634399
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