Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
type: Item
instance of: scholarly article
title: Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
zbMATH Open document ID: 0649.62046
DOI: 10.1016/0047-259X(88)90130-3
author: Takeaki Kariya
author: N. C. Giri
author: François Perron
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 4060545
zbMATH Keywords: maximum likelihood estimation
zbMATH Keywords: coefficient of variation
zbMATH Keywords: ancillary statistics
zbMATH Keywords: maximal invariant
zbMATH Keywords: best equivariant estimators
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 4060545