Decision‐Theoretic Estimation of the Product of Gamma Scales and Generalized Variance (Q3989530)

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scientific article; zbMATH DE number 34696
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Decision‐Theoretic Estimation of the Product of Gamma Scales and Generalized Variance
scientific article; zbMATH DE number 34696

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    Decision‐Theoretic Estimation of the Product of Gamma Scales and Generalized Variance (English)
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    28 June 1992
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    moment structure
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    squared error loss
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    product of scale parameters
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    independent gamma distributed variables
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    known degrees of freedom
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    entropy loss functions
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    best equivariant estimator
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    estimation problem of generalized variance
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    multivariate normal random sample
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    unknown mean
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    sample generalized variance
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