Gamma-Minimax Estimation of a Multivariate Normal Mean.
Metrika, Tome 37 (1990) no. 3-4, pp. 1-6
Cet article a éte moissonné depuis la source European Digital Mathematics Library
Mots-clés :
gamma-minimax estimation, moment restrictions, mean vector of a multivariate normal distribution, squared error loss, minimax inequality
@article{MET_1990__37_3-4_176264,
author = {J. Lehn and L. Chen and J. Eichenauer-Herrmann},
title = {Gamma-Minimax {Estimation} of a {Multivariate} {Normal} {Mean.}},
journal = {Metrika},
pages = {1--6},
year = {1990},
volume = {37},
number = {3-4},
zbl = {0694.62026},
url = {http://geodesic.mathdoc.fr/item/MET_1990__37_3-4_176264/}
}
J. Lehn; L. Chen; J. Eichenauer-Herrmann. Gamma-Minimax Estimation of a Multivariate Normal Mean.. Metrika, Tome 37 (1990) no. 3-4, pp. 1-6. http://geodesic.mathdoc.fr/item/MET_1990__37_3-4_176264/