Scale Mixtures of Normal Distributions
โ Scribed by D. F. Andrews and C. L. Mallows
- Book ID
- 115490820
- Publisher
- Blackwell Publishing
- Year
- 1974
- Tongue
- English
- Weight
- 357 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0035-9246
- DOI
- 10.2307/2984774
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
For a scale mixture of normal vector, X=A 1ร2 G, where X, G # R n and A is a positive variable, independent of the normal vector G, we obtain that the conditional variance covariance, Cov(X 2 | X 1 ), is always finite a.s. for m 2, where X 1 # R n and m<n, and remains a.s. finite even for m=1, if an
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.