Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
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Publication:1214219
DOI10.1016/0047-259X(75)90057-3zbMath0297.62006MaRDI QIDQ1214219
Publication date: 1975
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
62H99: Multivariate analysis
62F10: Point estimation
62C15: Admissibility in statistical decision theory
Cites Work
- Proper Bayes minimax estimators of the multivariate normal mean vector for the case of common unknown variances
- On a minimax estimate for the mean of a normal random vector under a generalized quadratic loss function
- Generalized Bayes minimax estimators of the multivariate normal mean with unknown covariance matrix
- A family of admissible minimax estimators of the mean of a multivariate normal distribution
- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- The Distribution of the Latent Roots of the Covariance Matrix
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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