Publication:3854463
From MaRDI portal
zbMath0421.62036MaRDI QIDQ3854463
Publication date: 1977
Full work available at URL: https://eudml.org/doc/66880
quadratic loss; Bayes approach; entropy of multinomial distribution; estimation of mean of multidimensional normal distribution; James-Stein estimate; estimating normal covariance matrix
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62B10: Statistical aspects of information-theoretic topics
Related Items
Minimax estimators of a covariance matrix, On a conjecture of Krishnamoorthy and Gupta, Improved nonnegative estimation of multivariate components of variance, Minimax multivariate empirical Bayes estimators under multicollinearity