Estimation of the mean vector of a multivariate normal distribution under symmetry
DOI10.1080/00949659008811244zbMath0738.62062OpenAlexW1990504555MaRDI QIDQ3971506
Abdunnabi M. Ali, A. K. Md. Ehsanes Saleh
Publication date: 25 June 1992
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659008811244
efficiencyStein-rule estimatornormal distributionunknown covariance matrixquadratic lossrisk functionmean vectorpreliminary test estimationrestricted MLEunrestricted maximum likelihood estimatorcomparative propertiesmodified PTMLEpositive-rule shrinkage MLEpreliminary test MLEshrinkage MLE
Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05)
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