Estimation of a common multivariate normal mean vector

DOI10.1007/BF00121653zbMath0760.62053MaRDI QIDQ1206626

S. Singh

Publication date: 1 April 1993

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

zbMATH Keywords

independent observations; loss function; Wishart distributions; unbiased estimator; noncentral Wishart distributions; exact risk; common mean vector

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

Related Items

Confidence regions for the common mean vector of several multivariate normal populations, 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

Cites Work

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• On estimating a common multivariate normal mean vector
• An identity for the Wishart distribution with applications
• On estimating the common mean of two normal distributions
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• Minimum variance unbiased estmation in some nonregulr families
• Estimating common parameters of growth curve models under a quadratic loss
• Estimation of location parameters from two linear models under normality
• Combining Unbiased Estimators