scientific article; zbMATH DE number 3932211

MaRDI QIDQ3704745zbMATH OpenFDO

Authors Yasushi Nagata

Publication date 1985

zbMATH Keywords

AICAkaike's Information Criterionerror of model selectionestimation errorinadmissibilityknown variance-covariance matrixKullback-Leibler informationlossmaximum likelihood estimatormean vectornormal distribution

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Admissibility in statistical decision theory (62C15) Minimax procedures in statistical decision theory (62C20) Multivariate distribution of statistics (62H10)

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