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Estimation of a Mean Vector in a Two-Sample Problem

โœ Scribed by F. Perron

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
273 KB
Volume
46
Category
Article
ISSN
0047-259X

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โœฆ Synopsis

We consider the problem of estimating a (p)-dimensional vector (\mu_{1}) based on independent variables (X_{1}, X_{2}), and (U), where (X_{1}) is (N_{p}\left(\mu_{1}, \sigma^{2} \Sigma_{1}\right), X_{2}) is (N_{p}\left(\mu_{2}, \sigma^{2} \Sigma_{2}\right)), and (U) is (\sigma^{2} \chi_{n}^{2}\left(\Sigma_{1}\right.) and (\Sigma_{2}) are known ). A family of minimax estimators is proposed. Some of these estimators can be obtained via Bayesian arguments as well. Comparisons between our results and the one of Ghosh and Sinha (1988, J. Multivariate Anal. 27 206-207) are presented. 1993 Academic Press. Inc.

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