Does the dispersion matrix of a multivariate normal population have markov structures?

1975 ◽  
Vol 4 (11) ◽  
pp. 1073-1079
Author(s):  
Daryl J. Downing ◽  
John G. Saw



1988 ◽  
Vol 37 (1-2) ◽  
pp. 47-54 ◽  
Author(s):  
R. Karan Singh ◽  
Ajit Chaturvedi

Sequential procedures are proposed for (a) the minimum risk point estimation and (b) the bounded risk point estimation of the mean vector of a multivariate normal population . Second-order approximations are derived. For the problem (b), a lower bound for the number of additional observations (after stopping time) is obtained which ensures “ exact” boundedness of the risk associated witb the sequential procedure.







Sign in / Sign up

Export Citation Format

Share Document