Improving on the best affine equivariant estimator of the ratio of generalized variances

DOI10.1006/jmva.1998.1790zbMath1063.62516OpenAlexW2010824050MaRDI QIDQ1283919

George Iliopoulos, Stavros Kourouklis

Publication date: 1999

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1998.1790

zbMATH Keywords

Wishart distributiongeneralized variancemonotone likelihood ratiomatrix normal distributionequivariant estimationBrewster and Zidek techniqueStein technique

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

Related Items

Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results ⋮ Estimation of the order restricted scale parameters for two populations from the Lomax distribution ⋮ Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ General dominance properties of double shrinkage estimators for ratio of positive parameters ⋮ Estimating the ratio of two scale parameters: a simple approach ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Componentwise estimation of ordered scale parameters of two exponential distributions under a general class of loss function ⋮ Estimation of a scale parameter in mixture models with unknown location ⋮ On the estimation of a normal precision and a normal variance ratio ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ A note on decision theoretic estimation of ordered parameters

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