On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known
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Publication:1336944
DOI10.1016/0167-7152(94)90059-0zbMath0805.62058OpenAlexW2114487098MaRDI QIDQ1336944
Publication date: 6 November 1994
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-7152(94)90059-0
sensitivitymaximum likelihood estimationefficiencylinear estimationlower boundconstraintexplicit expressionmultivariate normal meanbest equivariant estimator
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Cites Work
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- Equivariant estimation in a model with an ancillary statistic
- Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
- Conditional inference about a normal mean with known coefficient of variation
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