Minimax estimation of a normal mean vector when the covariance matrix is unknown
type: Item
instance of: scholarly article
title: Minimax estimation of a normal mean vector when the covariance matrix is unknown
zbMATH Open document ID: 0418.62004
author: Leon Jay Gleser
published in: The Annals of Statistics
publication date: 1979-01-01T00:00:00Z
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 3651549
zbMATH Keywords: minimax estimation
zbMATH Keywords: normal mean vector
zbMATH Keywords: quadratic loss
zbMATH Keywords: unknown covariance matrix
zbMATH Keywords: Wishart distribution
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1176344733
OpenAlex ID: W2065629876
DOI: 10.1214/AOS/1176344733
description: scientific article; zbMATH DE number 3651549