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On improved estimators of the generalized variance

โœ Scribed by Bimal Kumar Sinha


Publisher
Elsevier Science
Year
1976
Tongue
English
Weight
391 KB
Volume
6
Category
Article
ISSN
0047-259X

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Improving on the Best Affine Equivariant
โœ George Iliopoulos; Stavros Kourouklis ๐Ÿ“‚ Article ๐Ÿ“… 1999 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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