On improved estimators of the generalized variance

DOI10.1016/0047-259X(76)90009-9MaRDI QIDQ1235462zbMATH OpenOpenAlexFDO

Authors Bimal Kumar Sinha

Publication date 1976

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

Full work available at URL https://doi.org/10.1016/0047-259x(76)90009-9

Mathematics Subject Classification ID

Point estimation (62F10) Multivariate analysis (62H99)

Cites work

• Alternative estimators for the scale parameter of the exponential distribution with unknown location
• An improved estimator of the generalized variance
• scientific article; zbMATH DE number 3449617 (Why is no real title available?)
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

Cited in

(25)

• Entropy loss and risk of improved estimators for the generalized variance and precision
• Stein-type improvements of confidence intervals for the generalized variance
• Nonnegative estimation of variance components in unbalanced mixed models with two variance components
• On improving the shortest length confidence interval for the generalized variance.
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• On improved interval estimation for the generalized variance
• Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples
• Estimating the covariance matrix: A new approach
• Stein estimation -- a review
• Improved estimation of the generalized precision under the entropy loss
• Estimation of the entropy of a multivariate normal distribution
• Estimation of a scale parameter in mixture models with unknown location
• Estimation of the variance and its applications
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
• On location and scale parameters of exponential distributions with censored observations
• Equivariant estimation under the pitman closeness criterion
• Decision-theoretic estimation of generalized variance and generalized precision
• On Comparison Of Estimates Of Dispersion Using Generalized Pitman Nearness Criterion
• Improved estimation of the generalized precision under the squared loss
• Shrinkage and modification techniques in estimation of variance and the related problems: A review
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
• Improved Estimation of Generalized Variance and Precision
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Estimating the covariance matrix and the generalized variance under a symmetric loss
• UMVU estimation of the ratio of powers of normal generalized variances under correlation

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