Estimating the common mean of two multivariate normal distributions

DOI10.1214/AOS/1176347983zbMath0742.62055OpenAlexW2090167720MaRDI QIDQ1175406

Wei-Liem Loh

Publication date: 25 June 1992

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

Full work available at URL: https://doi.org/10.1214/aos/1176347983

zbMATH Keywords

common meanWishart distributionbest linear unbiased estimatormultivariate normal distributionsquadratic lossunbiased risk estimategeneralized least squares estimatorequivariant estimationrisk performanceMonte Carlo swindleStein-Haff estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (5)

Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ Confidence regions for the common mean vector of several multivariate normal populations ⋮ Statistical inference for the common mean of two log-normal distributions and some applications in reliability ⋮ Alternative estimators of the common regression matrix in two GMANOVA models under weighted quadratic losses ⋮ Construdtion of shrinkage estimators for the regression coefficient matrix in the gmanova model

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