Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference10 articles.
1. A family of admissible minimax estimators of the mean of a multivariate normal distribution;Alam;Ann. Statist.,1973
2. A family of minimax estimators of the mean of a multivariate normal distribution;Baranchik;Ann. Math. Statist.,1970
3. Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss;Berger;Ann. Statist.,1976
4. Eliminating singularities of Stein-type estimators of location vectors;Berger,1975
5. Estimating the mean of a multivariate normal population with general quadratic loss function;Bhattacharya;Ann. Math. Statist.,1966
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