Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution
From MaRDI portal
Publication:5629032
DOI10.1214/aoms/1177700272zbMath0223.62033OpenAlexW2041554338WikidataQ100320966 ScholiaQ100320966MaRDI QIDQ5629032
Publication date: 1965
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177700272
Related Items (11)
Model uncertainty and model averaging in regression discontinuity designs ⋮ On the structure of admissible linear estimators ⋮ Larry Brown's contributions to parametric inference, decision theory and foundations: a survey ⋮ Asymptotic behaviour of regression pre-test estimators with minimal Bayes risk ⋮ Some biased estimates of the mean of the normal distribution ⋮ On the Admissibility of Linear Estimators in a Multivariate Normal Distribution Under LINEX Loss Function ⋮ A conversation with Arthur Cohen ⋮ Optimal minimax squared error risk estimation of the mean of a multivariate normal distribution ⋮ Mean square error behavior for prediction in linear regression models ⋮ Unnamed Item ⋮ Confidence interval estimation under some restrictions on the parameters with nonlinear boundaries
This page was built for publication: Estimates of Linear Combinations of the Parameters in the Mean Vector of a Multivariate Distribution