Improved estimation of the generalized precision under the entropy loss

DOI10.1007/BF02677676zbMath0954.62009OpenAlexW3162752340MaRDI QIDQ1568248

Xiaoqian Sun, Wan-Kai Pang

Publication date: 21 June 2000

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02677676

zbMATH Keywords

entropy lossinadmissibilitybest affine equivariant estimatorgeneralized precision

Mathematics Subject Classification ID

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

Related Items (1)

Estimation of the entropy of a multivariate normal distribution

Cites Work

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• Estimating the covariance matrix and the generalized variance under a symmetric loss
• 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
• Improving on equivariant estimators
• Decision-theoretic estimation of generalized variance and generalized precision
• Improved Estimation of Generalized Variance and Precision

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