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 |
DOI | 10.1007/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
浏览0
下载0
收藏0
其他版本
除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。