On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
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Publication:1336944
DOI10.1016/0167-7152(94)90059-0zbMath0805.62058MaRDI QIDQ1336944
Publication date: 6 November 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90059-0
sensitivity; maximum likelihood estimation; efficiency; linear estimation; lower bound; constraint; explicit expression; multivariate normal mean; best equivariant estimator
62H12: Estimation in multivariate analysis
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Cites Work
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- Conditional inference about a normal mean with known coefficient of variation