SELECTING A MINIMAX ESTIMATOR OF A MULTIVARIATE NORMAL-MEAN

被引:47
作者
BERGER, JO
机构
关键词
D O I
10.1214/aos/1176345691
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
收藏
页码:81 / 92
页数:12
相关论文
共 24 条
[1]  
Ahmad S., 1955, BIOL LAHORE, V1, P197
[2]   MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN UNDER ARBITRARY QUADRATIC LOSS [J].
BERGER, J .
JOURNAL OF MULTIVARIATE ANALYSIS, 1976, 6 (02) :256-264
[4]  
BERGER J, 1979, OPTIMIZING METHODS S
[5]  
BERGER JO, 1976, J ROY STAT SOC B MET, V38, P166
[6]   ADMISSIBLE MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN WITH ARBITRARY QUADRATIC LOSS [J].
BERGER, JO .
ANNALS OF STATISTICS, 1976, 4 (01) :223-226
[7]   TAIL MINIMAXITY IN LOCATION VECTOR PROBLEMS AND ITS APPLICATIONS [J].
BERGER, JO .
ANNALS OF STATISTICS, 1976, 4 (01) :33-50
[8]  
BERGER JO, 1980, STATISTICAL DECISION
[9]   ESTIMATING MEAN OF A MULTIVARIATE NORMAL POPULATION WITH GENERAL QUADRATIC LOSS FUNCTION [J].
BHATTACH.PK .
ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06) :1819-&
[10]   MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION [J].
BOCK, ME .
ANNALS OF STATISTICS, 1975, 3 (01) :209-218