Improving on the Best Affine Equivariant
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George Iliopoulos; Stavros Kourouklis
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Article
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1999
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Elsevier Science
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English
β 152 KB
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