๐”– Bobbio Scriptorium
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Estimation Of A Multivariate Normal Mean Vector And Local Improvements

โœ Scribed by pal, Nabendu; Sinha, Bikas k.; chaudhuri, Gopal; chang, ching-hui


Book ID
127199550
Publisher
Taylor and Francis Group
Year
1995
Tongue
English
Weight
866 KB
Volume
26
Category
Article
ISSN
0233-1888

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Estimation of a common multivariate norm
โœ K. Krishnamoorthy ๐Ÿ“‚ Article ๐Ÿ“… 1991 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 470 KB

Let X1,..., XN be independent observations from Np(#, ~1) and Y1,..., YN be independent observations from Np(#, ~2). Assume that Xi's and Y~'s are independent. An unbiased estimator of/z which dominates the sample mean X for p \_> 1 under the loss function L(/z,/2) --(f~ -#)'~i-l(fL -/~) is suggeste