A note on the trace of a normal dispersion matrix

DOI10.1016/0167-7152(92)90095-MzbMath0761.62003OpenAlexW2050699288MaRDI QIDQ1195582

Ying Guo, Nabendu Pal

Publication date: 14 December 1992

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(92)90095-m

zbMATH Keywords

squared error lossWishart distributioninadmissibilitytrace of normal dispersion matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)

Cites Work

• An identity for the Wishart distribution with applications
• Admissibility for Estimation with Quadratic Loss
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