Estimation of the mean of a multivariate normal distribution
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Publication:1159929
DOI10.1214/aos/1176345632zbMath0476.62035MaRDI QIDQ1159929
Publication date: 1981
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345632
squared error loss; trimmed mean; moving average; unbiased estimate; simultaneous estimation; James-Stein estimate; approximate confidence sets
62F25: Parametric tolerance and confidence regions
62F10: Point estimation
62F15: Bayesian inference
62C20: Minimax procedures in statistical decision theory
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