On the best equivariant estimator of mean of a multivariate normal population
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Publication:1823586
DOI10.1016/0047-259X(90)90068-SzbMath0681.62049OpenAlexW2066905661MaRDI QIDQ1823586
Publication date: 1990
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(90)90068-s
maximum likelihood estimatorrelative efficiencybest equivariant estimatormultivariate normal populationnatural remanent magnetization
Related Items (8)
On the best equivariant estimator of covariance matrix of a multivariate normal population ⋮ James-stein estimation with constraints on the norm ⋮ Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ Estimating a multivariate normal mean with a bounded signal to noise ratio under scaled squared error loss ⋮ Estimation of a parameter vector when some components are restricted ⋮ A unified approach to decision-theoretic properties of the MLEs for the mean directions of several Langevin distributions ⋮ Best equivariant estimation in curved covariance models ⋮ Equivariant estimation under the pitman closeness criterion
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- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- Differential geometry of curved exponential families. Curvatures and information loss
- Geometrical theory of asymptotic ancillarity and conditional inference
- Conditional inference about a normal mean with known coefficient of variation
- Stein's Estimation Rule and Its Competitors--An Empirical Bayes Approach
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