A characterization of the multivariate normal distribution and some remarks on linear estimators

DOI10.1016/0378-3758(87)90126-1zbMath0635.62037OpenAlexW1989534510MaRDI QIDQ1097607

Arthur Cohen, William E. Strawderman, Andrew. L. Rukhin

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(87)90126-1

zbMATH Keywords

characterizationspherical symmetryBayes estimatorposterior meaninfinite divisibilitylinearitymultivariate normal distributionadmissibility of linear estimatorstranslation parameter vector

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Admissibility in statistical decision theory (62C15)

Related Items (1)

Linear estimators of a location parameter and canonical parameter estimators for a Poisson distribution

Cites Work

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• All admissible linear estimators of a multivariate Poisson mean
• Admissibility in linear estimation
• Estimation of parameters in a linear model
• Characterization of prior distributions and solution to a compound decision problem
• Only Normal Distributions Have Linear Posterior Expectations in Linear Regression
• Generalized Bayes Solutions in Estimation Problems
• All Admissible Linear Estimates of the Mean Vector

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