Estimation of the mean vector in a singular multivariate normal distribution (Q495383)
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scientific article; zbMATH DE number 6480473
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| English | Estimation of the mean vector in a singular multivariate normal distribution |
scientific article; zbMATH DE number 6480473 |
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Estimation of the mean vector in a singular multivariate normal distribution (English)
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10 September 2015
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empirical Bayes method
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generalized Bayes estimator
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inadmissibility
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minimaxity
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Moore-Penrose inverse
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pseudo-Wishart distribution
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quadratic loss
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shrinkage estimator
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statistical decision theory
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0.8153700232505798
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0.8145449757575989
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0.8127493858337402
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