Gamma-minimax estimation of a multivariate normal mean (Q909387)
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scientific article; zbMATH DE number 4137195
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma-minimax estimation of a multivariate normal mean |
scientific article; zbMATH DE number 4137195 |
Statements
Gamma-minimax estimation of a multivariate normal mean (English)
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1990
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gamma-minimax estimation
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moment restrictions
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mean vector of a multivariate normal distribution
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squared error loss
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minimax inequality
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0.8930200934410095
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0.8382760286331177
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