Contracting towards subspaces when estimating the mean of a multivariate normal distribution
โ Scribed by Samuel D Oman
- Book ID
- 107880121
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 900 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.
Srivastava gave an asymptotically efficient and consistent sequential procedure to obtain a fixed-width confidence region for the mean vector of any p-dimensional random vector with finite second moments. For normally distributed random vectors, Srivastava and Bhargava showed that the specified cove