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

被引：42

作者：

BERGER, J

BOCK, ME

BROWN, LD

CASELLA, G

GLESER, L

机构：

[1] PURDUE UNIV,DEPT STAT,W LAFAYETTE,IN 47907

[2] RUTGERS STATE UNIV,DEPT STAT,NEW BRUNSWICK,NJ 08903

来源：

ANNALS OF STATISTICS | 1977年 / 5卷 / 04期

关键词：

D O I：

10.1214/aos/1176343898

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：763 / 771

页数：9

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