Stein-type improvements of confidence intervals for the generalized variance

DOI10.1007/BF00118642zbMath0761.62070OpenAlexW2073122492MaRDI QIDQ1207637

Sanat Kumar Sarkar

Publication date: 1 April 1993

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00118642

zbMATH Keywords

confidence intervalsinterval estimationgeneralized varianceindependent random matricesbest affine equivariant point estimatorinvariant interval estimatorsStein-type improvements

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25)

Related Items (7)

Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Testing equality of generalized variances of k multivariate normal populations ⋮ Stein estimation -- a review ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ On improved interval estimation for the generalized variance

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On improved estimators of the generalized variance
• An improved estimator of the generalized variance
• On improving the shortest length confidence interval for the generalized variance.
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Improved Confidence Intervals for the Variance of a Normal Distribution

This page was built for publication: Stein-type improvements of confidence intervals for the generalized variance