On the minimaxiy of the maximum likelihood estimator in a multivariate problem |
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Authors: | S. Dahel |
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Affiliation: | Department of Applied Mathematics , Technical University of Nova Scotia , Halifax , Nova Scotia , B3J 2X4 |
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Abstract: | This study looks at the minimaxity of the maximum likelihood estimator (m.1.e), of the mean of a p-normal population, that has been given by Dahel, Giri and Lepage (1985). This estimator is computed on the basis of three independent samples: the first one is drawn from the whole vector of dimension p and the two others are based on the first p1 and the last p2 components respectively, such as p1 +p2=p. |
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Keywords: | extended Bayes estimator prior and posterior distribution minimax estimator |
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