Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (Q1206654)
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scientific article; zbMATH DE number 150316
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean |
scientific article; zbMATH DE number 150316 |
Statements
Asymptotic risk behavior of mean vector and variance estimators and the problem of positive normal mean (English)
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1 April 1993
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asymptotic risk behavior
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bowl-shaped loss function
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James-Stein estimator of normal mean
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relative risk reduction
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Stein estimator of normal variance
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scale-equivariant estimators
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unknown variance
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unknown mean
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multivariate normal distribution
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general loss
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positive normal mean under quadratic loss
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Brewster-Zidek variance estimator of the normal variance
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