On estimating a common multivariate normal mean vector

zbMath0602.62042MaRDI QIDQ1082012

Wen-Jau Chiou, Arthur Cohen

Publication date: 1985

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixunbiased estimatorsmultivariate normal distributionpositive semi-definitemean vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (10)

Comparison of Five Tests for the Common Mean of Several Multivariate Normal Populations ⋮ Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ Estimation of means of multivariate normal populations with order restriction ⋮ Estimating common parameters of growth curve models under a quadratic loss ⋮ Estimating common parameters of growth curve models ⋮ Confidence regions for the common mean vector of several multivariate normal populations ⋮ Generalized inferences on the common mean vector of several multivariate normal populations ⋮ Estimation of a common multivariate normal mean vector ⋮ Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses ⋮ Unbiased equivariant estimation of a common normal mean vector with one observation from each population

Cites Work

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• An identity for the Wishart distribution with applications
• On estimating the common mean of two normal distributions
• Point and confidence estimation of a common mean and recovery of interblock information
• Estimation of location parameters from two linear models under normality
• Combining Unbiased Estimators

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