Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation (Q4375880)
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scientific article; zbMATH DE number 1114189
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| English | Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation |
scientific article; zbMATH DE number 1114189 |
Statements
Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation (English)
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8 February 1998
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loss function
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risk function
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shrinkage estimation
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0.843513011932373
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0.8419529795646667
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0.8408209085464478
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0.8247143626213074
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