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

DOI10.1080/03610929308831023zbMath0783.62043OpenAlexW2039774658MaRDI QIDQ4275153

Chun Jin, J. Calvin Berry

Publication date: 13 January 1994

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

Full work available at URL: https://doi.org/10.1080/03610929308831023

zbMATH Keywords

control variablesequivariant estimatorsrisk functionsgroup of affine transformationsnormal mean vectorcovariance adjustmentnormalized quadratic loss function

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01)

Related Items (3)

Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models ⋮ Optimal equivariant estimator with respect to convex loss function ⋮ On combining correlated estimators of the common mean of a multivariate normal distribution

Cites Work

• Equivariant estimation in a model with an ancillary statistic
• Estimation via linearly combining two given statistics
• Equivariant estimation of a normal mean using a normal concomitant variable for covariance adjustment
• Unbiased estimation of the common mean of a multivariate normal distribution
• Efficiency of Multivariate Control Variates in Monte Carlo Simulation
• Statistical Results on Control Variables with Application to Queueing Network Simulation

This page was built for publication: Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment