Estimation of two ordered normal means when a covariance matrix is known

DOI10.1080/02331888.2017.1293059zbMath1381.62095OpenAlexW2591151821MaRDI QIDQ4600800

Yuan-Tsung Chang, Kazufumi Fukuda, Nobuo Shinozaki

Publication date: 12 January 2018

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2017.1293059

zbMATH Keywords

mean squared errorMLEPitman nearness criterionordered normal meansstochastical domination

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Parametric inference under constraints (62F30) Statistical decision theory (62C99)

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