Admissibility of Elliptically Contoured Estimators of the Mean of a Multivariate Normal Distribution with Generalized Squared Error Loss.

Abstract

Let X be a p-variate (p > or = 3) random vector normally distributed with mean vector theta and unknown positive definite covariance matrix sigma. Let A be a p x p Wishart matrix with a parameters (n, sigma), n > or = p, independent of X. The paper considers the problem of estimating theta with respect to a generalized squared error. (Modified author abstract)

Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1973
Accession Number
AD0779073

Entities

People

  • Erwin P. Bodo
  • Pi-erh Lin

Organizations

  • Florida State University

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Covariance
  • Data Science
  • Estimators
  • Information Science
  • Mathematics
  • Normal Distribution
  • Statistical Algorithms
  • Statistical Analysis
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Statistical inference.