GAMMA－MINIMAX　ESTIMATORS　FOR　THE　MEAN　OF　A　MULTIVARIATE　NORMAL　DISTRIBUTION　WITH　PARTIALLY　UNKNOWN　COVARIANCE　MATRIX

被引：0

作者：

陈兰祥

机构：

来源：

Acta Mathematicae Applicatae Sinica | 1995年 / 01期

关键词：

Bayes estimation; minimax estimation;

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

ＧＡＭＭＡ－ＭＩＮＩＭＡＸＥＳＴＩＭＡＴＯＲＳＦＯＲＴＨＥＭＥＡＮＯＦＡＭＵＬＴＩＶＡＲＩＡＴＥＮＯＲＭＡＬＤＩＳＴＲＩＢＵＴＩＯＮＷＩＴＨＰＡＲＴＩＡＬＬＹＵＮＫＮＯＷＮＣＯＶＡＲＩＡＮＣＥＭＡＴＲＩＸＣＨＥＮＬＡＮＸＩＮＧ（陈兰祥）（Ｄｅｐａｒｔ...

引用

页码：11 / 16

页数：6

共 50 条

[1] GAMMA-MINIMAX ESTIMATORS FOR THE MEAN VECTOR OF A MULTIVARIATE NORMAL DISTRIBUTION
陈兰祥
[J]. Chinese Annals of Mathematics,Series B, 1991, (01) : 45 - 57
[2] GAMMA-MINIMAX ESTIMATORS FOR THE MEAN VECTOR OF A MULTIVARIATE NORMAL-DISTRIBUTION
CHEN, LX
[J]. CHINESE ANNALS OF MATHEMATICS SERIES B, 1991, 12 (01) : 45 - 57
[3] GENERALIZED BAYES MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN WITH UNKNOWN COVARIANCE MATRIX
LIN, P
TSAI, H
[J]. ANNALS OF STATISTICS, 1973, 1 (01): : 142 - 145
[4] SOME GAMMA-MINIMAX ESTIMATORS FOR NORMAL MEAN
GEORGE, SL
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02): : 753 - &
[5] MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
BOCK, ME
[J]. ANNALS OF STATISTICS, 1975, 3 (01): : 209 - 218
[6] MINIMAX ESTIMATORS FOR MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
TSAI, HL
LIN, PE
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (05): : 1804 - &
[7] Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
Hara, H
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2001, 77 (02) : 175 - 186
[8] Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance
Wells, Martin T.
Zhou, Gongfu
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 99 (10) : 2208 - 2220
[9] A FAMILY OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
BARANCHI.AJ
[J]. ANNALS OF MATHEMATICAL STATISTICS, 1970, 41 (02): : 642 - &
[10] FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
EFRON, B
MORRIS, C
[J]. ANNALS OF STATISTICS, 1976, 4 (01): : 11 - 21

← 1 2 3 4 5 →

GAMMA－MINIMAX ESTIMATORS FOR THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION WITH PARTIALLY UNKNOWN COVARIANCE MATRIX

GAMMA－MINIMAX　ESTIMATORS　FOR　THE　MEAN　OF　A　MULTIVARIATE　NORMAL　DISTRIBUTION　WITH　PARTIALLY　UNKNOWN　COVARIANCE　MATRIX