A comparison of some estimators of the variance covariance matrix when the population mean is known

DOI10.1080/02331888308802420zbMath0808.62051OpenAlexW1966001220WikidataQ126241788 ScholiaQ126241788MaRDI QIDQ4324736

Rameshwar D. Gupta, Ravindra Khattree

Publication date: 28 February 1995

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888308802420

zbMATH Keywords

normal distributionsquared error lossmaximum likelihood estimatorsentropy lossadmissibilityestimation of variance covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Cites Work

• Estimation of matrix valued realized signal to noise ratio
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
• Estimation of signal to noise ratio using mahalanobis distance
• The pitman nearness criterion and its determination
• On Certain Distribution Problems Based on Positive Definite Quadratic Functions in Normal Vectors
• Linear Statistical Inference and its Applications

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