Unbiased estimation of the common mean of a multivariate normal distribution

DOI10.1080/03610929008830291zbMath0724.62058OpenAlexW2151115836MaRDI QIDQ3212139

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Publication date: 1990

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929008830291

zbMATH Keywords

unbiased estimationcommon meanmultiple regressionmultivariate normal population

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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

• Inadmissibility of maximum likelihood estimators in some multiple regression problems with three or more independent variables
• Almost Linearly-Optimum Combination of Unbiased Estimates
• Improved point and confidence interval estimators of mean response in simulation when control variates are used

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