MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER ARBITRARY QUADRATIC LOSS

被引：32

作者：

BERGER, J ^{[1
]}

机构：

[1] PURDUE UNIV,W LAFAYETTE,IN 47907

来源：

关键词：

D O I：

10.1016/0047-259X(76)90035-X

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：256 / 264

页数：9

共 10 条

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[6] MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].

BOCK, ME .

EFRON, B ;

MORRIS, C .

[8]

HUDSON M, 1974, 58 STANF U TECHN REP

[9] PROPER BAYES MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN [J].

STRAWDERMAN, WE .

ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01) :385-+

[10]

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