Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...

This is a preview. Log in through your library . Abstract An admissible minimax estimate for the mean of a normal random vector with known covariance is derived for a generalized quadratic loss ...

The Annals of Statistics, Vol. 4, No. 1 (Jan., 1976), pp. 223-226 (4 pages) The problem of estimating the mean of a p-variate (p ≥ 3) normal distribution is considered. It is assumed that the ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...