Open AccessProper Bayes Minimax Estimators of the Multivariate Normal Mean Vector for the Case of Common Unknown Variances
Author(s) -
William E. Strawderman
Publication year - 1973
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/aos/1176342567
Subject(s) - mathematics , minimax , estimator , multivariate normal distribution , covariance matrix , statistics , matrix normal distribution , minimax estimator , combinatorics , scatter matrix , matrix t distribution , bayes' theorem , sigma , multivariate statistics , covariance , normal wishart distribution , bayesian probability , mathematical optimization , minimum variance unbiased estimator , physics , quantum mechanics