Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix
Publication
, Journal Article
Berger, J; Bock, ME; Brown, LD; Casella, G; Gleser, L
Published in: Ann. Statist.
1977
Duke Scholars
Published In
Ann. Statist.
Publication Date
1977
Volume
5
Start / End Page
763 / 771
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics
Citation
APA
Chicago
ICMJE
MLA
NLM
Berger, J., Bock, M. E., Brown, L. D., Casella, G., & Gleser, L. (1977). Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Ann. Statist., 5, 763–771.
Berger, J., M. E. Bock, L. D. Brown, G. Casella, and L. Gleser. “Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix.” Ann. Statist. 5 (1977): 763–71.
Berger J, Bock ME, Brown LD, Casella G, Gleser L. Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Ann Statist. 1977;5:763–71.
Berger, J., et al. “Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix.” Ann. Statist., vol. 5, 1977, pp. 763–71.
Berger J, Bock ME, Brown LD, Casella G, Gleser L. Minimax estimation of a normal mean vector for arbitrary quadratic loss and unknown covariance matrix. Ann Statist. 1977;5:763–771.
Published In
Ann. Statist.
Publication Date
1977
Volume
5
Start / End Page
763 / 771
Related Subject Headings
- Statistics & Probability
- 1403 Econometrics
- 0104 Statistics
- 0102 Applied Mathematics