✦ LIBER ✦

Risk behavior of variance estimators in multivariate normal distribution

✍ Scribed by Andrew L. Rukhin; Malwane M.A. Ananda

Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 510 KB
Volume: 13
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(92)90091-i

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Other Classes of Minimax Estimators of V

Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution

✍ Hisayuki Hara 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 132 KB

It is well known that the best equivariant estimator of the variance covariance matrix of the multivariate normal distribution with respect to the full affine group of transformation is not even minimax. Some minimax estimators have been proposed. Here we treat this problem in the framework of a mul

Asymptotic variance estimation in multiv

Asymptotic variance estimation in multivariate distributions

✍ Andrew L Rukhin 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 652 KB

Restricted risk Bayes estimation for the

Restricted risk Bayes estimation for the mean of the multivariate normal distribution

✍ Shun-Yu Chen 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 523 KB

Improved minimax estimation of powers of

Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function

✍ Nabendu Pal; Chiahua Ling 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 323 KB

A characterization of the multivariate n

A characterization of the multivariate normal distribution and some remarks on linear estimators

✍ Arthur Cohen; Andrew Rukhin; William E. Strawderman 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 315 KB

Asymptotic Improvement of the Usual Conf

Asymptotic Improvement of the Usual Confidence Set in a Multivariate Normal Distribution with Unknown Variance

✍ Yoshikazu Takada 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 183 KB

We consider confidence sets for the mean of a multivariate normal distribution with unknown covariance matrix of the form \_ 2 I. The coverage probability of the usual confidence set is shown to be improved asymptotically by centering at a shrinkage estimator.