ADMISSIBLE MINIMAX ESTIMATION OF A MULTIVARIATE NORMAL MEAN WITH ARBITRARY QUADRATIC LOSS

被引：110

作者：

BERGER, JO ^{[1
]}

机构：

[1] PURDUE UNIV,DEPT STATISTICS,MATH SCI BLDG,W LAFAYETTE,IN 47907

来源：

ANNALS OF STATISTICS | 1976年 / 4卷 / 01期

关键词：

D O I：

10.1214/aos/1176343356

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：223 / 226

页数：4

相关论文

共 8 条

[1] A FAMILY OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
BARANCHI.AJ
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02): : 642 - &
[2] MINIMAX ESTIMATION OF LOCATION VECTORS FOR A WIDE CLASS OF DENSITIES
BERGER, J
[J]. ANNALS OF STATISTICS, 1975, 3 (06) : 1318 - 1328
[3] ESTIMATING MEAN OF A MULTIVARIATE NORMAL POPULATION WITH GENERAL QUADRATIC LOSS FUNCTION
BHATTACH.PK
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1966, 37 (06): : 1819 - &
[4] MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
BOCK, ME
[J]. ANNALS OF STATISTICS, 1975, 3 (01) : 209 - 218
[5] ADMISSIBLE ESTIMATORS, RECURRENT DIFFUSIONS, AND INSOLUBLE BOUNDARY VALUE PROBLEMS
BROWN, LD
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (03): : 855 - &
[6] HUDSON M, 1974, 58 STANF U TECHN REP
[7] JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361
[8] PROPER BAYES MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN
STRAWDERMAN, WE
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1971, 42 (01): : 385 - +