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Scale Mixtures of Normal Distributions

โœ 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

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๐Ÿ“œ SIMILAR VOLUMES


On the Conditional Variance for Scale Mi
โœ Stamatis Cambanis; Stergios B Fotopoulos; Lijian He ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 210 KB

For a scale mixture of normal vector, X=A 1ร‚2 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

Admissible minimax estimators of a mean
โœ Yuzo Maruyama ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 218 KB

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.