Minimax estimation of independent normal means under a quadratic loss function with unknown weights

DOI10.1080/03610928608829242zbMath0631.62008MaRDI QIDQ3768152

Pi-Erh Lin, Amany Mousa

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829242

zbMATH Keywords

minimax estimators; quadratic loss; risk function; unknown variances; independent normal means; unknown positive weights

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C20: Minimax procedures in statistical decision theory

Cites Work

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