Two-stage sequential estimation of a multivariate normal mean under quadratic loss
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Publication:1074996
DOI10.1214/aos/1176349752zbMath0591.62072OpenAlexW2026389891MaRDI QIDQ1074996
William E. Strawderman, Jayalakshmi Natarajan
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/1176349752
unknown covariance matrixquadratic lossmultivariate normal meanJames-Stein estimatorstwo-stage sequential estimators
Estimation in multivariate analysis (62H12) Point estimation (62F10) Sequential statistical methods (62L99) Admissibility in statistical decision theory (62C15) Sequential estimation (62L12)
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