𝔖 Bobbio Scriptorium
✦   LIBER   ✦

On estimation of a matrix of normal means with unknown covariance matrix

✍ Scribed by Yoshihiko Konno


Publisher
Elsevier Science
Year
1991
Tongue
English
Weight
467 KB
Volume
36
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Simultaneous Estimation of Independent N
✍ K. Krishnamoorthy; S.K. Sarkar πŸ“‚ Article πŸ“… 1993 πŸ› Elsevier Science 🌐 English βš– 359 KB

Based on independent samples from several multivariate normal populations, possibly of different dimensions, the problem of simultaneous estimation of the mean vectors is considered assuming that the covariance matrices are unknown. Two loss functions, the sum of usual quadratic losses and the sum o

Estimation of a Normal Covariance Matrix
✍ Y. Konno πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 549 KB

Suppose that we have \((n-a)\) independent observations from \(N_{f}(0,2)\) and that, in addition, we have \(a\) independent observations available on the last \((p-c)\) coordinates. Assuming that both observations are independent, we consider the problem of estimating \(\sum\) under the Stein's los