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Minimax Generalized Bayes Estimator of Normal Mean Vector with Unknown Covariance Matrix
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Shokofeh Zeinodini   , Ahmad Parsian * |
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Abstract: (20707 Views) |
| In this paper, a class of generalized Bayes Minimax estimators of the mean vector of a normal distribution with unknown positive definite covariance matrix is obtained under the sum of squared error loss function. It is shown that this class is an extension of the class obtained by Lin and Tasi (1973). |
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| Keywords: Generalized Bayes Estimator, Minimax Estimator, Normal Mean Vector |
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Full-Text [PDF 1379 kb]
(4697 Downloads)
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Type of Study: Research |
Subject:
Statistical Inference
Received: 2012/04/21 | Accepted: 2012/04/21 | Published: 2020/02/18
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