On the estimation of the mean of a Np([mu],[Sigma]) population with [mu]'[Sigma]-1 [mu] known

Eric Marchand

Statistics & Probability Letters, 1994, vol. 21, issue 1, 69-75

Abstract: We derive an explicit expression for the best equivariant estimator of a multivariate normal mean [mu] under the restriction [mu]'[Sigma]-1 [mu] = [lambda]0 as proposed by Kariya (1988). Its efficiency in comparison with linear and maximum likelihood estimation is also studied.

Keywords: Constraint; Best; equivariant; estimation; Lower; bound; Sensitivity (search for similar items in EconPapers)
Date: 1994
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)90059-0
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:21:y:1994:i:1:p:69-75

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().