scientific article; zbMATH DE number 4145156
From MaRDI portal
Publication:3476134
Recommendations
- 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
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
- Equivariant estimators of the covariance matrix
- On the best equivariant estimator of mean of a multivariate normal population
- Unbiased equivariant estimation of a common normal mean vector with one observation from each population
- scientific article; zbMATH DE number 7408841
- Equivariant two-stage estimation of a noral mean
Cited in
(5)- 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
- On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
- The best equivariant estimate of parameters in a normal population
- Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3476134)