Unbiased equivariant estimation of a common normal mean vector with one observation from each population

DOI10.1016/0167-7152(94)90065-5zbMath0791.62060OpenAlexW1998684022MaRDI QIDQ1324586

V. Pereyra

Publication date: 24 July 1994

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(94)90065-5

zbMATH Keywords

loss functionrisk behaviorunbiased estimatormean vectorlocation equivariantnormal populationbest shrinkage estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Cites Work

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• On estimating a common multivariate normal mean vector
• An identity for the Wishart distribution with applications
• On a shrinkage estimator of a normal common mean vector
• Estimation of a common multivariate normal mean vector
• Shrinkage domination in a multivariate common mean problem
• Estimating common parameters of growth curve models under a quadratic loss

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