Estimation of a mean vector in a two-sample problem
Estimation of a mean vector in a two-sample problem
复制标题
两个样本问题中均值向量的估计
DOI：
10.1006/jmva.1993.1060
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发表时间：
1993
影响因子：
1.6
通讯作者：
François Perron
中科院分区：
文献类型：
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作者：
François Perron
我们考虑基于独立变量X1、X2和U估计p维向量[Mu]1的问题，其中X1是NP([Mu]1，[Sigma]2[Sigma]1)，X2是Np([Mu]2，[Sigma]2[Sigma]2)，U是[Sigma]2[chi]2n([Sigma]1和[Sigma]2是已知的)。提出了一类极小极大估计量。其中一些估计量也可以通过贝叶斯论证获得。我们的结果与Ghosh和Sinha(1988，J.多元分析，27206-207)的结果进行了比较。
We consider the problem of estimating a p-dimensional vector [mu]1 based on independent variables X1, X2, and U, where X1 is Np([mu]1, [sigma]2[Sigma]1), X2 is Np([mu]2, [sigma]2[Sigma]2), and U is [sigma]2[chi]2n ([Sigma]1 and [Sigma]2 are known). A family of minimax estimators is proposed. Some of these estimators can be obtained via Bayesian arguments as well. Comparisons between our results and the one of Ghosh and Sinha (1988, J. Multivariate Anal.27 206-207) are presented.