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Multivariate data, the arithmetic mean and exchangeability of transformations

✍ Scribed by Eckehard Frauendorf; Heinz Neudecker; Götz Trenkler

Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
119 KB
Volume
410
Category
Article
ISSN
0024-3795

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✦ Synopsis

We consider the problem of estimating a function of the mean vector in multivariate analysis. It is shown that two naive estimators turn out to be biased. Using a generalized jackknife procedure we construct an unbiased estimator of this function as a reasonable alternative. Variances of the three estimators are calculated for the general and the normal case.

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