Estimation of a common multivariate normal mean vector
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Publication:1206626
DOI10.1007/BF00121653zbMath0760.62053MaRDI QIDQ1206626
Publication date: 1 April 1993
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
independent observationsloss functionWishart distributionsunbiased estimatornoncentral Wishart distributionsexact riskcommon mean vector
Related Items (3)
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 ⋮ Unbiased equivariant estimation of a common normal mean vector with one observation from each population
Cites Work
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- On estimating a common multivariate normal mean vector
- 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
- Minimum variance unbiased estmation in some nonregulr families
- Estimating common parameters of growth curve models under a quadratic loss
- Estimation of location parameters from two linear models under normality
- Combining Unbiased Estimators
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