๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Monotonic change point estimation in the mean vector of a multivariate normal process

โœ Scribed by Movaffagh, Ali; Amiri, Amirhossein


Book ID
120632842
Publisher
Springer
Year
2013
Tongue
English
Weight
419 KB
Volume
69
Category
Article
ISSN
0268-3768

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


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

Sequential Estimation of the Mean Vector
โœ I. Fakhrezakeri; S.Y. Lee ๐Ÿ“‚ Article ๐Ÿ“… 1993 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 378 KB

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