On improved interval estimation for the generalized variance

DOI10.1016/S0378-3758(97)00090-6zbMath0953.62026MaRDI QIDQ1298706

Stavros Kourouklis, George Iliopoulos

Publication date: 29 January 2001

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

empirical BayesWishart distributioninterval estimationpoint estimationgeneralized varianceimproved estimationmatrix normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25) Empirical decision procedures; empirical Bayes procedures (62C12)

Related Items (12)

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 ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ Confidence intervals for the scale parameter of exponential distribution based on type II doubly censored samples ⋮ A new confidence interval for standardized generalized variances of k -multivariate normal populations ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Testing equality of generalized variances of k multivariate normal populations ⋮ Comparing robust generalized variances and comments on efficiency ⋮ On normal stable Tweedie models and power-generalized variance functions of only one component ⋮ Stein estimation -- a review ⋮ Bayesian approach for confidence intervals of variance on the normal distribution

Cites Work

• Estimating the covariance matrix and the generalized variance under a symmetric loss
• Improved confidence intervals for a normal variance
• Improved invariant confidence intervals for a normal variance
• Stein-type improvements of confidence intervals for the generalized variance
• Minimax estimation of powers of the variance of a normal population under squared error loss
• 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.
• A unified approach to improving equivariant estimators
• Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• The Generalized Variance: Testing and Ranking Problem
• 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
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