IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES

DOI10.1081/SAC-100001854zbMath1008.62606MaRDI QIDQ4787574

Samuel Ofori-Nyarko, Arjun K. Gupta

Publication date: 8 January 2003

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10)

Related Items (6)

Canonical transformations of skew-normal variates ⋮ Characterization of the skew-normal distribution ⋮ Variable selection in joint location and scale models of the skew-normal distribution ⋮ Testing skew-symmetry based on extreme ranked set sampling ⋮ Estimation of parameters of the unified skew normal distribution using the method of weighted moments ⋮ On some properties of the unified skew normal distribution

Cites Work

• Best equivariant estimators of a Cholesky decomposition
• A representation of Bayes invariant procedures in terms of Haar measure
• Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing
• Improved minimax estimation of a normal precision matrix
• Improved Minimax Estimators of Normal Convariance and Precision Matrices
• Improved Estimation of Generalized Variance and Precision

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