Best invariant estimation of a direction parameter

DOI10.1214/aos/1176349536zbMath0583.62044OpenAlexW2006578054WikidataQ101623973 ScholiaQ101623973MaRDI QIDQ1069240

T. W. Anderson, Asad Zaman, Charles M. Stein

Publication date: 1985

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176349536

zbMATH Keywords

random matrixfactor analysislinear functional relationshipbest estimator invariant under rotationsdirection paramterslargest principal component

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99) Admissibility in statistical decision theory (62C15)

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