Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix
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Publication:1214219
DOI10.1016/0047-259X(75)90057-3zbMath0297.62006OpenAlexW2080735207MaRDI QIDQ1214219
Publication date: 1975
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(75)90057-3
Multivariate analysis (62H99) Point estimation (62F10) Admissibility in statistical decision theory (62C15)
Cites Work
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- A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
- The Distribution of the Latent Roots of the Covariance Matrix
- Proper Bayes Minimax Estimators of the Multivariate Normal Mean
- On the exact distributions of the extreme roots of the Wishart and MANOVA matrices
- Admissible Estimators, Recurrent Diffusions, and Insoluble Boundary Value Problems
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