On confidence sequences for the mean vector of a multivariate normal distribution
โ Scribed by Rasul A Khan
- Book ID
- 107880065
- Publisher
- Elsevier Science
- Year
- 1978
- Tongue
- English
- Weight
- 383 KB
- Volume
- 8
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
Srivastava gave an asymptotically efficient and consistent sequential procedure to obtain a fixed-width confidence region for the mean vector of any p-dimensional random vector with finite second moments. For normally distributed random vectors, Srivastava and Bhargava showed that the specified cove
The problem of estimating a mean vector of scale mixtures of multivariate normal distributions with the quadratic loss function is considered. For a certain class of these distributions, which includes at least multivariate-t distributions, admissible minimax estimators are given.