A Family of Admissible Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Statistics ◽

10.1214/aos/1176342417 ◽

1973 ◽

Vol 1 (3) ◽

pp. 517-525 ◽

Author(s):

Khursheed Alam

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

Generalized Bayes minimax estimators of the mean of multivariate normal distribution with unknown variance

Journal of Multivariate Analysis ◽

10.1016/j.jmva.2008.02.016 ◽

2008 ◽

Vol 99 (10) ◽

pp. 2208-2220 ◽

Author(s):

Martin T. Wells ◽

Gongfu Zhou

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Unknown Variance ◽

Generalized Bayes ◽

Minimax Estimators ◽

Download Full-text

A family of admissible minimax estimators of the mean of a multivariate, normal distribution

Canadian Journal of Statistics ◽

10.2307/3314801 ◽

1986 ◽

Vol 14 (3) ◽

pp. 245-250 ◽

Author(s):

Tze Fen Li ◽

Dinesh S. Bhoj

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Statistics ◽

10.1214/aos/1176343344 ◽

1976 ◽

Vol 4 (1) ◽

pp. 11-21 ◽

Author(s):

Bradley Efron ◽

Carl Morris

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Statistics ◽

10.1214/aos/1176343009 ◽

1975 ◽

Vol 3 (1) ◽

pp. 209-218 ◽

Author(s):

M. E. Bock

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

Gamma-minimax estimators for the mean of a multivariate normal distribution with partially unknown covariance matrix

Acta Mathematicae Applicatae Sinica English Series ◽

10.1007/bf02012618 ◽

1995 ◽

Vol 11 (1) ◽

pp. 11-16

Author(s):

Lanxing Chen ◽

Jürgen Lehn

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

The Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

Download Full-text

A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177697104 ◽

1970 ◽

Vol 41 (2) ◽

pp. 642-645 ◽

Author(s):

A. J. Baranchik

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

ON THE EXISTENCE OF PROPER BAYES MINIMAX ESTIMATORS OF THE MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION

Theory of Statistics ◽

10.1525/9780520325883-005 ◽

1972 ◽

pp. 51-56

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

Download Full-text

Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix

Journal of Multivariate Analysis ◽

10.1016/0047-259x(75)90057-3 ◽

1975 ◽

Vol 5 (1) ◽

pp. 83-95 ◽

Author(s):

Khursheed Alam

Keyword(s):

Normal Distribution ◽

Covariance Matrix ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Minimax Estimators ◽

The Mean ◽

Unknown Covariance ◽

Unknown Covariance Matrix

Download Full-text

A property of Stein's estimator for the mean of a multivariate normal distribution

Statistica Neerlandica ◽

10.1111/j.1467-9574.1976.tb00262.x ◽

1976 ◽

Vol 30 (1) ◽

pp. 1-5 ◽

Author(s):

V. Susarla

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

Download Full-text

On the estimation of the mean vector of a multivariate normal distribution under symmetry

Communication in Statistics- Theory and Methods ◽

10.1080/03610929208830877 ◽

1992 ◽

Vol 21 (6) ◽

pp. 1759-1778

Author(s):

S.E. Ahmed ◽

S.O. Badahdah

Keyword(s):

Normal Distribution ◽

Multivariate Normal Distribution ◽

Multivariate Normal ◽

The Mean ◽

Download Full-text