NS condition of admissibility for the linear estimator of normal mean with unknown variance

doi:10.1007/s10114-004-0458-4

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	NS condition of admissibility for the linear estimator of normal mean with unknown variance
	Xu, XZ ; Wu, QG
	2005-10-01
发表期刊	ACTA MATHEMATICA SINICA-ENGLISH SERIES
ISSN	1439-8516
卷号	21 期号:5 页码:1083-1086
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.
关键词	multivariate normal distribution mean vector linear estimator admissibility
DOI	10.1007/s10114-004-0458-4
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:000232720700013
出版者	SPRINGER HEIDELBERG
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/2079
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.