Best equivariant estimation in curved covariance models
type: Item
instance of: scholarly article
title: Best equivariant estimation in curved covariance models
zbMATH Open document ID: 0742.62057
DOI: 10.1016/0047-259X(92)90089-X
published in: Journal of Multivariate Analysis
publication date: 1992-09-26T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62A01
zbMATH DE Number: 55627
zbMATH Keywords: ancillary statistic
zbMATH Keywords: curved covariance model
zbMATH Keywords: maximal invariant
zbMATH Keywords: normal random vectors
zbMATH Keywords: positive definite covariance matrix
zbMATH Keywords: best equivariant estimators
zbMATH Keywords: regression coefficient vector
zbMATH Keywords: multiple correlation coefficient
zbMATH Keywords: maximum likelihood estimator
author: François Perron
author: N. C. Giri
MaRDI profile type: Publication
cites work: Differential geometry of curved exponential families. Curvatures and information loss
cites work: Geometrical theory of asymptotic ancillarity and conditional inference
cites work: Conditionality resolutions
cites work: The geometry of exponential families
cites work: Q4151590
cites work: Equivariant estimation in a model with an ancillary statistic
cites work: Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I
cites work: Q3219581
cites work: On the best equivariant estimator of mean of a multivariate normal population
full work available at URL: 0047-259x(92)90089-x
OpenAlex ID: W2042700655
description: scientific article; zbMATH DE number 55627