ESTIMATION OF A MEAN VECTOR BASED ON THE OPTIMUM ESTIMATOR UNDER THE KNOWN NORM COMPONENT

DOI10.14490/JJSS1995.31.239zbMATH Open1038.62050OpenAlexW1989397118MaRDI QIDQ4787553FDOQ4787553

Takemi Yanagimoto, Teruo Fujioka

Publication date: 7 January 2003

Published in: JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.14490/jjss1995.31.239

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zbMATH Keywords

projectionJames-Stein estimatororthogonalinverse Gaussian distributionmodified Bessel function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cited In (2)

• A pair of estimating equations for a mean vector
• Constructing estimators of a mean vector through orthogonal reparametrization and differential equations

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