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

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)

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Document Details

Document Type
Technical Report
Publication Date
Nov 01, 1978
Accession Number
ADA069565

Entities

People

  • Khursheed Alam

Organizations

  • Clemson University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Contracts
  • Covariance
  • Data Science
  • Estimators
  • Goodness Of Fit Tests
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Military Research
  • Normal Distribution
  • South Carolina
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Materials Science and Engineering.