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Minimax estimation for the bounded mean of a bivariate normal distribution

✍ Scribed by Wolfgang Bischoff; Werner Fieger; Sabine Ochtrop

Publisher
Springer
Year
1995
Tongue
English
Weight
443 KB
Volume
42
Category
Article
ISSN
0026-1335

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πŸ“œ SIMILAR VOLUMES

On the minimax estimator of a bounded no
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For estimating under squared-error loss the mean of a p-variate normal distribution when this mean lies in a ball of radius m centered at the origin and the covariance matrix is equal to the identity matrix, it is shown that the Bayes estimator with respect to a uniformly distributed prior on the bo

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The authors gratefully acknowledge the valuable assistance of Mr. M. ROSIN of Data Processing Division, United Aircraft Research Laboratories, East Hartford, Conn.. in preparation of Tables 2 to 4. 11. ' l & = P(") f (X'"' -Y'"') [sf ( n ) -S,? (n)];[S: (n) + s; (n) -2 Si? (n)].

Minimax variance estimation of a correla
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✍ Georgy L. Shevlyakov; Nikita O. Vilchevski πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 115 KB

A minimax variance (in the Huber sense) estimator of a correlation coe cient for -contaminated bivariate normal distributions is given by the trimmed correlation coe cient. Consistency and asymptotic normality of this estimator are established, and the explicit expression for its asymptotic variance