Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment

DOI10.2307/3315207zbMath0626.62051OpenAlexW2060765826MaRDI QIDQ3030029

J. Calvin Berry

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315207

zbMATH Keywords

risk functionsregression estimatorscovariance adjustmentbivariate normal mean vectorconcomitant control variablesEquivariant point estimatorsnormalized squared-error loss functionsquared correlation coefficient

Mathematics Subject Classification ID

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

Related Items (2)

Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment ⋮ On combining correlated estimators of the common mean of a multivariate normal distribution

Cites Work

• Statistical Results on Control Variables with Application to Queueing Network Simulation
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