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On estimating a common multivariate normal mean vector

โœ Scribed by Wen-Jau Chiou; Arthur Cohen


Publisher
Springer Japan
Year
1985
Tongue
English
Weight
349 KB
Volume
37
Category
Article
ISSN
0020-3157

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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

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