Sequential procedures are proposed to estimate the unknown mean vector of a multivariate linear process of the form \(\mathbf{X}_{t}-\boldsymbol{\mu}=\sum_{j=0}^{x} A_{j} \mathbf{Z}_{i-j}\), where the \(\mathbf{Z}_{i}\) are i.i.d. \((0, \Sigma)\) with unknown covariance matrix \(\Sigma\). The propos
β¦ LIBER β¦
Minimax Estimators of the Mean Vector in Normal Mixed Linear Models
β Scribed by M. Bilodeau
- Publisher
- Elsevier Science
- Year
- 1995
- Tongue
- English
- Weight
- 262 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0047-259X
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