Contracting towards subspaces when estimating the mean of a multivariate normal distribution
type: Item
instance of: scholarly article
title: Contracting towards subspaces when estimating the mean of a multivariate normal distribution
zbMATH Open document ID: 0493.62050
DOI: 10.1016/0047-259X(82)90020-3
author: Samuel D. Oman
published in: Journal of Multivariate Analysis
publication date: 1982-01-01T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 62J07
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 3776689
zbMATH Keywords: contracting towards subspaces
zbMATH Keywords: estimating mean of multivariate normal distribution
zbMATH Keywords: patterned covariance matrices
zbMATH Keywords: Stein estimate
zbMATH Keywords: eigenvalues of covariance matrices
zbMATH Keywords: quadratic loss
zbMATH Keywords: preliminary testing
zbMATH Keywords: ridge regression
zbMATH Keywords: necessary and sufficient conditions for minimaxity
MaRDI profile type: Publication
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full work available at URL: 0047-259x(82)90020-3
OpenAlex ID: W2068613867
description: scientific article; zbMATH DE number 3776689