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Note on the utilization of the generalized student ratio in the analysis of variance or dispersion

✍ Scribed by Minoru Siotani


Publisher
Springer Japan
Year
1957
Tongue
English
Weight
616 KB
Volume
9
Category
Article
ISSN
0020-3157

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Improving on the Best Affine Equivariant
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We consider the problem of decision-theoretic estimation of the ratio of generalized variances of two matrix normal distributions with unknown means under a general loss function. The inadmissibility of the best affine equivariant estimator is established by exhibiting various improved estimators. I