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Minimax estimation of means of multivariate normal mixtures - MaRDI portal

Minimax estimation of means of multivariate normal mixtures (Q918603)

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scientific article; zbMATH DE number 4159892
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English
Minimax estimation of means of multivariate normal mixtures
scientific article; zbMATH DE number 4159892

    Statements

    Minimax estimation of means of multivariate normal mixtures (English)
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    1990
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    normal mixture distribution
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    quadratic loss
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    unbiased estimator of risk
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    Stein estimators
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    means of independent normal random variables
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    minimax estimators
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    Stein class of limited translation estimators
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