Estimation of the mean vector of a multivariate normal distribution under symmetry (Q3971506)
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scientific article; zbMATH DE number 9205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the mean vector of a multivariate normal distribution under symmetry |
scientific article; zbMATH DE number 9205 |
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Estimation of the mean vector of a multivariate normal distribution under symmetry (English)
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25 June 1992
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preliminary test estimation
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mean vector
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normal distribution
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unknown covariance matrix
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unrestricted maximum likelihood estimator
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restricted MLE
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preliminary test MLE
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modified PTMLE
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shrinkage MLE
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positive-rule shrinkage MLE
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comparative properties
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quadratic loss
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Stein-rule estimator
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risk function
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efficiency
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