Unbiased estimation of the common mean of a multivariate normal distribution

DOI10.1080/03610929008830291MaRDI QIDQ3212139zbMATH OpenOpenAlexFDO

Authors

Publication date 1990

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

Full work available at URL https://doi.org/10.1080/03610929008830291

zbMATH Keywords

common meanmultiple regressionmultivariate normal populationunbiased estimation

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• Almost Linearly-Optimum Combination of Unbiased Estimates
• Improved point and confidence interval estimators of mean response in simulation when control variates are used
• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables

Cited in

(17)

• On estimating a common multivariate normal mean vector
• Estimation of a common multivariate normal mean vector
• Unbiased equivariant estimation of a common normal mean vector with one observation from each population
• Multivariate data, the arithmetic mean and exchangeability of transformations
• scientific article; zbMATH DE number 5809746 (Why is no real title available?)
• Estimation of the common mean of a bivariate normal distribution
• Unbiased estimation of the variance of the graybill-deal estimator of the common mean of several normal populations
• scientific article; zbMATH DE number 3971973 (Why is no real title available?)
• scientific article; zbMATH DE number 4072158 (Why is no real title available?)
• scientific article; zbMATH DE number 1375613 (Why is no real title available?)
• ESTIMATING THE COMMON MEAN OF A BIVARIATE NORMAL POPULATION
• Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
• Estimation of the Common Mean from Heterogeneous Normal Observations with Unknown Variances
• On combining correlated estimators of the common mean of a multivariate normal distribution
• Estimates of low bias for the multivariate normal
• A personal celebration of Dr. D. Basu with emphasis on examples-counterexamples-clarifications
• Uniformly minimum variance unbiased estimation for symmetric normal distributions

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