Admissible estimators of a multivariate normal mean vector when the scale is unknown
Admissible estimators of a multivariate normal mean vector when the scale is unknown
复制标题
当尺度未知时多元正态均值向量的可接受估计量
作者：
Maruyama;Y. and Strawderman;W,E.
在方差未知的情况下，研究了二次损失下多元正态向量广义Bayes估计的一类可容许性。对其中一些估计量建立了极小极大性。
We study admissibility of a subclass of generalized Bayes estimators of a multivariate normal vector in the case where the variance is unknown, under scaled quadratic loss. Minimaxity is established for some of these estimators.