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Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function - MaRDI portal

Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (Q5859257)

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scientific article; zbMATH DE number 7334119
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Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function
scientific article; zbMATH DE number 7334119

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    Baranchick-type Estimators of a Multivariate Normal Mean Under the General Quadratic Loss Function (English)
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    16 April 2021
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    covariance matrix
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    James-Stein estimator
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    loss function
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    multivariate Gaussian random variable
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    non-central chi-square distribution
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    shrinkage estimator
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