On improved estimators of the generalized variance
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Publication:1235462
DOI10.1016/0047-259X(76)90009-9zbMath0351.62015OpenAlexW1986923345MaRDI QIDQ1235462
Publication date: 1976
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0047-259x(76)90009-9
Related Items (25)
Estimation of the variance and its applications ⋮ Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Decision-theoretic estimation of generalized variance and generalized precision ⋮ Estimation of a covariance matrix in multivariate skew-normal distribution ⋮ Entropy loss and risk of improved estimators for the generalized variance and precision ⋮ Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples ⋮ On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion ⋮ Estimating the covariance matrix: A new approach ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Stein-type improvements of confidence intervals for the generalized variance ⋮ Estimation of the entropy of a multivariate normal distribution ⋮ Estimation of a scale parameter in mixture models with unknown location ⋮ Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review ⋮ Nonnegative estimation of variance components in unbalanced mixed models with two variance components ⋮ On improving the shortest length confidence interval for the generalized variance. ⋮ Estimating the covariance matrix and the generalized variance under a symmetric loss ⋮ Stein estimation -- a review ⋮ Improved estimation of the generalized precision under the entropy loss ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ On improved interval estimation for the generalized variance ⋮ Improved estimation of the generalized precision under the squared loss ⋮ On location and scale parameters of exponential distributions with censored observations ⋮ Equivariant estimation under the pitman closeness criterion ⋮ Improved Estimation of Generalized Variance and Precision ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review
Cites Work
- An improved estimator of the generalized variance
- Alternative estimators for the scale parameter of the exponential distribution with unknown location
- Improving on equivariant estimators
- 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
- Unnamed Item
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