MINIMAX ESTIMATORS OF A NORMAL-MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE-MATRIX

被引：23

作者：

GLESER, LJ

机构：

来源：

ANNALS OF STATISTICS | 1986年 / 14卷 / 04期

关键词：

D O I：

10.1214/aos/1176350184

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：1625 / 1633

页数：9

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[1] MINIMAX ESTIMATION OF A NORMAL MEAN VECTOR FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE-MATRIX
BERGER, J
BOCK, ME
BROWN, LD
CASELLA, G
GLESER, L
[J]. ANNALS OF STATISTICS, 1977, 5 (04): : 763 - 771
[2] MINIMAX ESTIMATORS IN THE MANOVA MODEL FOR ARBITRARY QUADRATIC LOSS AND UNKNOWN COVARIANCE-MATRIX
HONDA, T
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1991, 36 (01) : 113 - 120
[3] MINIMAX ESTIMATION OF A NORMAL MEAN VECTOR WHEN THE COVARIANCE-MATRIX IS UNKNOWN
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[J]. ANNALS OF STATISTICS, 1979, 7 (04): : 838 - 846
[4] MINIMAX ESTIMATORS OF A COVARIANCE-MATRIX
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[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1992, 43 (01) : 16 - 28
[5] GENERALIZED BAYES MINIMAX ESTIMATORS OF MULTIVARIATE NORMAL MEAN WITH UNKNOWN COVARIANCE MATRIX
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TSAI, H
[J]. ANNALS OF STATISTICS, 1973, 1 (01): : 142 - 145
[6] BAYES MINIMAX ESTIMATORS OF A MULTIVARIATE NORMAL-MEAN
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[J]. STATISTICS & PROBABILITY LETTERS, 1991, 11 (05) : 373 - 377
[7] GAMMA－MINIMAX　ESTIMATORS　FOR　THE　MEAN　OF　A　MULTIVARIATE　NORMAL　DISTRIBUTION　WITH　PARTIALLY　UNKNOWN　COVARIANCE　MATRIX
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[J]. Acta Mathematicae Applicatae Sinica, 1995, (01) : 11 - 16
[8] A FAMILY OF DOMINATING MINIMAX ESTIMATORS OF A MULTIVARIATE NORMAL-MEAN
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[J]. STATISTICS & PROBABILITY LETTERS, 1984, 2 (04) : 215 - 217
[9] PROPER BAYES MINIMAX ESTIMATORS FOR A MULTIVARIATE NORMAL-MEAN WITH UNKNOWN COMMON VARIANCE UNDER A CONVEX LOSS FUNCTION
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MOUSA, A
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1982, 34 (03) : 441 - 456
[10] ON MINIMAX ESTIMATION OF A SPARSE NORMAL-MEAN VECTOR
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[J]. ANNALS OF STATISTICS, 1994, 22 (01): : 271 - 289

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