Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I

DOI10.1016/0047-259X(88)90130-3zbMath0649.62046MaRDI QIDQ1105947

N. C. Giri, Takeaki Kariya, François Perron

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimationmaximal invariantcoefficient of variationancillary statisticsbest equivariant estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01)

Related Items (6)

On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known ⋮ On the best equivariant estimator of covariance matrix of a multivariate normal population ⋮ Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ Optimal equivariant estimator with respect to convex loss function ⋮ Best equivariant estimation in curved covariance models ⋮ On the best equivariant estimator of mean of a multivariate normal population

Cites Work

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• The geometry of exponential families
• Differential geometry of curved exponential families. Curvatures and information loss
• Conditionality resolutions
• An Interpretation of Completeness and Basu's Theorem
• Geometrical theory of asymptotic ancillarity and conditional inference
• Conditional inference about a normal mean with known coefficient of variation

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