A characterization of the multivariate normal distribution and some remarks on linear estimators

DOI10.1016/0378-3758(87)90126-1zbMath0635.62037MaRDI QIDQ1097607

Arthur Cohen, William E. Strawderman, Andrew. L. Rukhin

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(87)90126-1

zbMATH Keywords

characterization; spherical symmetry; Bayes estimator; posterior mean; infinite divisibility; linearity; multivariate normal distribution; admissibility of linear estimators; translation parameter vector

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62H05: Characterization and structure theory for multivariate probability distributions; copulas

62C15: Admissibility in statistical decision theory

Related Items

Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution

Cites Work

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