On improving the shortest length confidence interval for the generalized variance.

DOI10.1016/0047-259X(89)90056-0zbMath0687.62021MaRDI QIDQ1263182

Sanat Kumar Sarkar

Publication date: 1989

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

generalized varianceinadmissibilityWishart matrixindependent random matricesdistributions of sample generalized varianceinterval estimation of normal variancesshortest length invariant confidence interval

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Parametric tolerance and confidence regions (62F25)

Related Items (13)

Confidence intervals for product of powers of the generalized variances of k multivariate normal populations ⋮ Testing equality of standardized generalized variances of \(k\) multivariate normal populations with arbitrary dimensions ⋮ Inferences on the ratio of two generalized variances: independent and correlated cases ⋮ A new confidence interval for standardized generalized variances of k -multivariate normal populations ⋮ New classes of improved confidence intervals for the variance of a normal distribution ⋮ UMVU estimation of the ratio of powers of normal generalized variances under correlation ⋮ Testing equality of generalized variances of k multivariate normal populations ⋮ Stein-type improvements of confidence intervals for the generalized variance ⋮ Stein estimation -- a review ⋮ Improving on the best affine equivariant estimator of the ratio of generalized variances ⋮ On improved interval estimation for the generalized variance ⋮ Equivariant estimation under the pitman closeness criterion ⋮ Shrinkage and modification techniques in estimation of variance and the related problems: A review

Cites Work

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• On improved estimators of the generalized variance
• An improved estimator of the generalized variance
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• A Selection Procedure for Multivariate Normal Distributions in Terms of the Generalized Variances
• Improved Confidence Intervals for the Variance of a Normal Distribution
• A Significance Test for Component Analysis

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