Simultaneous estimation of independent normal mean vectors with unknown covariance matrices (Q1321989)
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scientific article; zbMATH DE number 562377
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous estimation of independent normal mean vectors with unknown covariance matrices |
scientific article; zbMATH DE number 562377 |
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Simultaneous estimation of independent normal mean vectors with unknown covariance matrices (English)
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13 June 1994
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Wishart
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risk function
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maximum eigenvalue
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independent samples
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multivariate normal populations
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different dimensions
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simultaneous estimation
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mean vectors
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sum of usual quadratic losses
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sum of arbitrary quadratic losses
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minimax estimators
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James-Stein estimator
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