NS Condition of Admissibility for the Linear Estimator of Normal Mean with Unknown Variance
Source: Acta Mathematica Sinica, Volume 21, Number 5, October 2005 , pp. 1083-1086(4)
Abstract:Suppose Y ∼ N(, 2 I n), where ∈ R n and 2 > 0 are unknown. We study the admissibility of linear estimators of mean vector under a quadratic loss function. A necessary and suffcient condition of the admissible linear estimator is given.
Document Type: Research Article
Publication date: 2005-10-01