Likelihood Ratio Tests for a Change in the Multivariate Normal Mean

Journal of the American Statistical Association ◽

10.1080/01621459.1986.10478260 ◽

1986 ◽

Vol 81 (393) ◽

pp. 199-204 ◽

Author(s):

M. S. Srivastava ◽

K. J. Worsley

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Truncated linear estimation of a bounded multivariate normal mean

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2012.03.022 ◽

2012 ◽

Vol 142 (9) ◽

pp. 2607-2618 ◽

Author(s):

Othmane Kortbi ◽

Éric Marchand

Keyword(s):

Linear Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Minimax estimation of a multivariate normal mean under polynomial loss

Journal of Multivariate Analysis ◽

10.1016/0047-259x(78)90070-2 ◽

1978 ◽

Vol 8 (2) ◽

pp. 173-180 ◽

Author(s):

James O. Berger

Keyword(s):

Minimax Estimation ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Admissible Minimax Estimation of a Multivariate Normal Mean with Arbitrary Quadratic Loss

The Annals of Statistics ◽

10.1214/aos/1176343356 ◽

1976 ◽

Vol 4 (1) ◽

pp. 223-226 ◽

Author(s):

James O. Berger

Keyword(s):

Minimax Estimation ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

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Optimized recentered confidence spheres for the multivariate normal mean

Electronic Journal of Statistics ◽

10.1214/17-ejs1272 ◽

2017 ◽

Vol 11 (1) ◽

pp. 1798-1826 ◽

Author(s):

Waruni Abeysekera ◽

Paul Kabaila

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

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On moments of doubly truncated multivariate normal mean–variance mixture distributions with application to multivariate tail conditional expectation

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2019.104586 ◽

2020 ◽

Vol 177 ◽

pp. 104586

Author(s):

Roohollah Roozegar ◽

Narayanaswamy Balakrishnan ◽

Ahad Jamalizadeh

Keyword(s):

Conditional Expectation ◽

Mixture Distributions ◽

Multivariate Normal ◽

Tail Conditional Expectation ◽

Multivariate Normal Mean ◽

Normal Mean ◽

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances

The Annals of Statistics ◽

10.1214/aos/1176342567 ◽

1973 ◽

Vol 1 (6) ◽

pp. 1189-1194 ◽

Author(s):

William E. Strawderman

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

Normal Mean ◽

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Improved confidence set estimators of a multivariate normal mean and generalizations

Annals of the Institute of Statistical Mathematics ◽

10.1007/bf02481117 ◽

1985 ◽

Vol 37 (3) ◽

pp. 487-498 ◽

Author(s):

Fanny Ki ◽

Kam-Wah Tsui

Keyword(s):

Multivariate Normal ◽

Confidence Set ◽

Multivariate Normal Mean ◽

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An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss

Journal of Econometrics ◽

10.1016/0304-4076(90)90079-9 ◽

1990 ◽

Vol 44 (1-2) ◽

pp. 189-213 ◽

Author(s):

G.G. Judge ◽

R.Carter Hill ◽

M.E. Bock

Keyword(s):

Empirical Bayes ◽

Bayes Estimator ◽

Quadratic Loss ◽

Multivariate Normal ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Empirical Bayes Estimator

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Proper Bayes Minimax Estimators of the Multivariate Normal Mean

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177693528 ◽

1971 ◽

Vol 42 (1) ◽

pp. 385-388 ◽

Author(s):

William E. Strawderman

Keyword(s):

Multivariate Normal ◽

Multivariate Normal Mean ◽

Minimax Estimators ◽

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Applications of Improved Variance Estimators in a Multivariate Normal Mean Vector Estimation

10.1080/02331889708802604 ◽

1997 ◽

Vol 30 (2) ◽

pp. 99-125 ◽

Author(s):

Jyh-Jiuan Lin ◽

Nabendu Pal ◽

Ching-Hui Chang

Keyword(s):

Multivariate Normal ◽

Variance Estimators ◽

Multivariate Normal Mean ◽

Normal Mean ◽

Vector Estimation ◽

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