Estimation of the Mean of a Normal Distribution with Singular Covariance Matrix.

reportActive / Technical Report | Accession Number: ADA069565 | Open PDF

Abstract:

This paper deals with the problem of estimating the mean of a multivariate normal ditribution with a singular covariance matrix. A class of estimators is given which dominate the maximum likelihood estimator, under a quadratic loss. Author

Author(s):
Alam, Khursheed
Author Organization(s):
CLEMSON UNIV S C DEPT OF MATHEMATICAL SCIENCES
Descriptive Note:
Technical rept.,
Pagination:
0012

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
N103, TR-295
Contract/Grant Number(s):
N00014-75-C-0451
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*MATRICES(MATHEMATICS), *MEAN, MULTIVARIATE ANALYSIS, ESTIMATES, COVARIANCE, NORMAL DISTRIBUTION, MINIMAX TECHNIQUE, WISHART MATRICES
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
Maximum likelihood estimation, LPN ONR NR 042 271
Report Date:
1978 Nov 01