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Chinese Academy of Sciences Institutional Repositories Grid
NS condition of admissibility for the linear estimator of normal mean with unknown variance

文献类型:期刊论文

作者Xu, XZ; Wu, QG
刊名ACTA MATHEMATICA SINICA-ENGLISH SERIES
出版日期2005-10-01
卷号21期号:5页码:1083-1086
关键词multivariate normal distribution mean vector linear estimator admissibility
ISSN号1439-8516
DOI10.1007/s10114-004-0458-4
英文摘要Suppose Y similar to N(beta, sigma(2) I-n), where beta epsilon R-n and sigma(2) > 0 are unknown. We study the admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and sufficient condition of the admissible linear estimator is given.
WOS研究方向Mathematics
语种英语
WOS记录号WOS:000232720700013
出版者SPRINGER HEIDELBERG
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/2078]  
专题中国科学院数学与系统科学研究院
通讯作者Xu, XZ
作者单位1.Beijing Inst Technol, Beijing 100081, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100080, Peoples R China
推荐引用方式
GB/T 7714
Xu, XZ,Wu, QG. NS condition of admissibility for the linear estimator of normal mean with unknown variance[J]. ACTA MATHEMATICA SINICA-ENGLISH SERIES,2005,21(5):1083-1086.
APA Xu, XZ,&Wu, QG.(2005).NS condition of admissibility for the linear estimator of normal mean with unknown variance.ACTA MATHEMATICA SINICA-ENGLISH SERIES,21(5),1083-1086.
MLA Xu, XZ,et al."NS condition of admissibility for the linear estimator of normal mean with unknown variance".ACTA MATHEMATICA SINICA-ENGLISH SERIES 21.5(2005):1083-1086.

入库方式: OAI收割

来源:数学与系统科学研究院

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