Lectures on the theory of estimation of many parameters
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Publication:1076455
DOI10.1007/BF01085007zbMath0593.62049MaRDI QIDQ1076455
Publication date: 1986
Published in: Journal of Soviet Mathematics (Search for Journal in Brave)
quadratic loss; estimating; Bayes approach; normal covariance matrix; entropy of multinomial distribution; estimation of mean of multidimensional normal distribution; James-Stein estimate
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62B10: Statistical aspects of information-theoretic topics