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- W4244568268 abstract "This chapter is concerned with estimating the p-dimensional mean vector of a multivariate normal distributionmultivariate normal distribution under quadratic loss. Most of the chapter will be concerned with the case of a known covariance matrix of the form Σ = σ 2 I p and “usual quadratic loss,” L(θ, δ) = ∥δ − θ∥2 = (δ − θ)T(δ − θ). Generalizations to known general covariance matrix Σ, and to general quadratic loss, L(θ, δ) = (δ − θ)t Q(δ − θ), where Q is a p × p symmetric non-negative definite matrix will also be considered." @default.
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- W4244568268 date "2018-01-01" @default.
- W4244568268 modified "2023-10-14" @default.
- W4244568268 title "Estimation of a Normal Mean Vector I" @default.
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- W4244568268 doi "https://doi.org/10.1007/978-3-030-02185-6_2" @default.
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