Minimax estimates of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
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Publication:1819480
DOI10.1214/aos/1176350184zbMath0613.62004OpenAlexW4237225570MaRDI QIDQ1819480
Publication date: 1986
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176350184
unknown covariance matrixminimax estimatorsquadratic lossmultivariate normalrisk differenceWishart distributionsmean vectorintegration-by-parts methodsseed function
Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Minimax procedures in statistical decision theory (62C20)
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