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Truncated linear estimation of a bounded multivariate normal mean

✍ Scribed by Othmane Kortbi; Éric Marchand

Book ID
113757741
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
618 KB
Volume
142
Category
Article
ISSN
0378-3758

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📜 SIMILAR VOLUMES

Estimation of a common multivariate norm
Estimation of a common multivariate normal mean vector
✍ K. Krishnamoorthy 📂 Article 📅 1991 🏛 Springer Japan 🌐 English ⚖ 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