Estimation of a common multivariate normal mean vector
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DOI: 10.1007/BF00121653
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- Haff, L. R., 1979. "An identity for the Wishart distribution with applications," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 531-544, December.
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Keywords
Common mean vector; unbiased estimator; Wishart and noncentral Wishart distributions;All these keywords.
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