Inadmissibility of the Best Equivariant Estimator of the Variance-Covariance Matrix, the Precision Matrix, and the Generalized Variance: A Study.
Abstract
Based on a data matrix X = (X1,...,X sub k): p x k with independent columns X sub i approximately N sub p (Xi sub i, Sigma), and an independent p x p Wishart matrix S approximately W sub p (n, Sigma), procedures to obtain estimators dominating the best equivariant estimators of (Sigma, 1/Sigma and abs. val. under various loss functions are reviewed. Keywords: Best equivariant estimator; squared error loss; entropy loss; generalized variance; MANOVA test; Roy's maximum root test; testimator; minimax estimator; Wishart distribution; Wishart identity.
Document Details
- Document Type
- Technical Report
- Publication Date
- Nov 01, 1986
- Accession Number
- ADA177099
Entities
People
- Bismal K. Sinha
Organizations
- University of Pittsburgh