On estimating a common multivariate normal mean vector

MaRDI QIDQ1082012zbMATH OpenFDO

Authors Wen-Jau Chiou, Arthur Cohen

Publication date 1985

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixmean vectormultivariate normal distributionpositive semi-definiteunbiased estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Recommendations

• Estimation of a common multivariate normal mean vector
• Shrinkage domination in a multivariate common mean problem
• Estimating the common mean of two multivariate normal distributions
• On a shrinkage estimator of a normal common mean vector
• Unbiased estimation of the common mean of a multivariate normal distribution

Cites work

• An identity for the Wishart distribution with applications
• Combining Unbiased Estimators
• Estimation of location parameters from two linear models under normality
• scientific article; zbMATH DE number 3883386 (Why is no real title available?)
• On estimating the common mean of two normal distributions
• Point and confidence estimation of a common mean and recovery of interblock information

Cited in

(20)

• Estimating common parameters of growth curve models
• Estimating the common mean of two multivariate normal distributions
• Estimation of a common multivariate normal mean vector
• Unbiased equivariant estimation of a common normal mean vector with one observation from each population
• Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations
• Third and fourth moment matrices of vec X' in multivariate analysis
• Generalized inferences on the common mean vector of several multivariate normal populations
• Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses
• To pool or not to pool: The multivariate data
• Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations
• Unbiased estimation of the common mean of a multivariate normal distribution
• Estimating common parameters of growth curve models under a quadratic loss
• scientific article; zbMATH DE number 4072158 (Why is no real title available?)
• On combining correlated estimators of the common mean of a multivariate normal distribution
• scientific article; zbMATH DE number 4001245 (Why is no real title available?)
• On the cohen-sackrowitz estimator of a common mean
• Estimation Of A Multivariate Normal Mean Vector And Local Improvements
• Confidence regions for the common mean vector of several multivariate normal populations
• COMBINING TWO UNBIASED ESTIMATORS OF A COMMON MEAN OF TWO NORMAL POPULATIONS
• Estimation of means of multivariate normal populations with order restriction

This page was built for publication: On estimating a common multivariate normal mean vector

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1082012)