원문정보
피인용수 : 0건 (자료제공 : 네이버학술정보)
초록
영어
For the mean vector of a p-variate normal distribution (p ≥ 4), the optimal estimation within the class of modified James-Stein type decision rules under the quadratic loss is given when the underlying distribution is that of a variance mixture of normals and when the norm II θ - θ1 II it known.
목차
Abstract
1. Introduction
2. Notation and Preliminaries
3. Optimal Estimation with Truncated Type When the Norm II θ - θ1 II is Known.
4. Conclusions
Acknowledgements
References
1. Introduction
2. Notation and Preliminaries
3. Optimal Estimation with Truncated Type When the Norm II θ - θ1 II is Known.
4. Conclusions
Acknowledgements
References
저자정보
참고문헌
자료제공 : 네이버학술정보