Recent advances in estimation techniques have underscored the growing importance of shrinkage estimation and balanced loss functions in the analysis of multivariate normal distributions. These ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 51, No. 3 (Dec., 1989), pp. 425-428 (4 pages) A two-stage analogue of the chi-square test for the mean of a multivariate normal ...
In this article we consider a generalization of the univariate g-and-h distribution to the multivariate situation with the aim of providing a flexible family of multivariate distributions that ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback