EQUIVARIANT ESTIMATION OF A NORMAL-MEAN VECTOR USING A NORMAL CONCOMITANT VECTOR FOR COVARIANCE ADJUSTMENT

被引：3

作者：

JIN, C ^{[1
]}

BERRY, JC ^{[1
]}

机构：

[1] UNIV SW LOUISIANA,DEPT STAT,LAFAYETTE,LA 70504

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1993年 / 22卷 / 02期

关键词：

MULTIVARIATE NORMAL MEAN; EQUIVARIANT; COVARIANCE ADJUSTMENT; CONTROL VARIABLES;

D O I：

10.1080/03610929308831023

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Equivariant estimators of the first p components of a (p + q)-variate normal mean vector are considered when the remaining q components of the mean vector are known. Using a natural group of affine transformations these equivariant estimators are characterized. A detailed comparison in terms of risk functions with respect to a normalized quadratic loss function is provided for a specific subclass of equivariant estimators.

引用

页码：335 / 346

页数：12

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