Estimating the mean of a normal distribution with loss equal to squared error plus complexity cost

DOI10.1214/AOS/1176350600zbMath0629.62009OpenAlexW2010005579MaRDI QIDQ1094016

Peter J. Kempthorne

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1214/aos/1176350600

zbMATH Keywords

meanmaximum-likelihood estimatorgeneralized Bayessquared-error lossp-variate normal distributioncomplexity costcomplexity of estimatespreliminary-test estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Complete class results in statistical decision theory (62C07)

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