On the minimaxiy of the maximum likelihood estimator in a multivariate problem

DOI10.1080/03610928708829439zbMath0657.62061OpenAlexW1994092301MaRDI QIDQ3805659

S. Dahel

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1080/03610928708829439

zbMATH Keywords

maximum likelihood estimatormultivariate normalmean estimationprior and posterior distributionextended Bayes estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items (1)

Admissible tests for the mean with additional information

Cites Work

• Multivariate tests with incomplete data
• Some one-sample hypothesis testing problems when there is a monotone sample from a multivariate normal population
• Multivariate data with missing observations
• A test for equality of means of correlated variates with missing data on one response
• Unnamed Item

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