Gamma-Minimax Estimation of a Multivariate Normal Mean.
Metrika, Tome 37 (1990) no. 3-4, pp. 1-6.

Voir la notice de l'article provenant de 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
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     author = {J. Lehn and L. Chen and J. Eichenauer-Herrmann},
     title = {Gamma-Minimax {Estimation} of a {Multivariate} {Normal} {Mean.}},
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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/