On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (Q1336944)
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scientific article; zbMATH DE number 681920
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known |
scientific article; zbMATH DE number 681920 |
Statements
On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (English)
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6 November 1994
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linear estimation
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constraint
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lower bound
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sensitivity
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explicit expression
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best equivariant estimator
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multivariate normal mean
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efficiency
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maximum likelihood estimation
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