NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance

被引：0
|
作者：
Xing Zhong Xu
Qi Guang Wu
机构：
[1] Beijing Institute of Technology,Academy of Mathematics and Systems Science
[2] Chinese Academy of Sciences,undefined
来源：
Acta Mathematica Sinica | 2005年 / 21卷
关键词：
Multivariate normal distribution; Mean vector; Linear estimator; Admissibility; 62C15;
D O I：
暂无
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学科分类号：
摘要：
Suppose Y ∼ N(β, σ2In), where β ∈ Rn and σ2 > 0 are unknown. We study the admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and suffcient condition of the admissible linear estimator is given.
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页码：1083 / 1086
页数：3
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