A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
A Unified and Broadened Class of Admissible Minimax Estimators of a Multivariate Normal Mean
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多元正态均值的统一和扩展的可接受极小极大估计量
DOI：
10.1006/jmva.1997.1715
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发表时间：
1998
影响因子：
1.6
通讯作者：
Yuzo Maruyama
中科院分区：
文献类型：
--
作者：
Yuzo Maruyama
考虑了多元正态分布均值的估计问题。构造了一类容许极大极小估计。这个类包括两个著名的估计类，Strawderman和Alam。而且，这个阶级比他们的要广泛得多。
The problem of estimating the mean of a multivariate normal distribution is considered. A class of admissible minimax estimators is constructed. This class includes two well-known classes of estimators, Strawderman's and Alam's. Further, this class is much broader than theirs.