Decision-theoretic estimation of generalized variance and generalized precision
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Publication:3473090
DOI10.1080/03610928808829868zbMath0696.62109OpenAlexW2008530305MaRDI QIDQ3473090
Publication date: 1988
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928808829868
squared error lossentropy lossWishart matrixrisk functionaffine equivariant estimatorsconvex entropy loss
Related Items (11)
Estimating the ratio of two scale parameters: a simple approach ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Bayesian Inference for the Precision Matrix for Scale Mixtures of Normal Distributions ⋮ Improved minimax estimation of the bivariate normal precision matrix under the squared loss ⋮ Estimation of the entropy of a multivariate normal distribution ⋮ Estimating the covariance matrix and the generalized variance under a symmetric loss ⋮ Improved estimation of the generalized precision under the entropy loss ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ Improved estimation of the generalized precision under the squared loss ⋮ On location and scale parameters of exponential distributions with censored observations ⋮ Improved Estimation of Generalized Variance and Precision
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