Minimax estimation of a multivariate normal mean under arbitrary quadratic loss
Publication
, Journal Article
Berger, J
Published in: Journal of Multivariate Analysis
January 1, 1976
Let X be a p-variate (p ≥ 3) vector normally distributed with mean θ and known covariance matrix {A figure is presented}. It is desired to estimate θ under the quadratic loss (δ - θ)t Q(δ - θ), where Q is a known positive definite matrix. A broad class of minimax estimators for θ is developed. © 1976.
Duke Scholars
Published In
Journal of Multivariate Analysis
DOI
EISSN
1095-7243
ISSN
0047-259X
Publication Date
January 1, 1976
Volume
6
Issue
2
Start / End Page
256 / 264
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Berger, J. (1976). Minimax estimation of a multivariate normal mean under arbitrary quadratic loss. Journal of Multivariate Analysis, 6(2), 256–264. https://doi.org/10.1016/0047-259X(76)90035-X
Berger, J. “Minimax estimation of a multivariate normal mean under arbitrary quadratic loss.” Journal of Multivariate Analysis 6, no. 2 (January 1, 1976): 256–64. https://doi.org/10.1016/0047-259X(76)90035-X.
Berger J. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss. Journal of Multivariate Analysis. 1976 Jan 1;6(2):256–64.
Berger, J. “Minimax estimation of a multivariate normal mean under arbitrary quadratic loss.” Journal of Multivariate Analysis, vol. 6, no. 2, Jan. 1976, pp. 256–64. Scopus, doi:10.1016/0047-259X(76)90035-X.
Berger J. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss. Journal of Multivariate Analysis. 1976 Jan 1;6(2):256–264.
Published In
Journal of Multivariate Analysis
DOI
EISSN
1095-7243
ISSN
0047-259X
Publication Date
January 1, 1976
Volume
6
Issue
2
Start / End Page
256 / 264
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 3802 Econometrics
- 1403 Econometrics
- 0104 Statistics