An improved estimator of the generalized variance

DOI10.1214/aos/1176343470zbMath0353.62039OpenAlexW2022913213MaRDI QIDQ1236390

R. W. Shorrock, James V. Zidek

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343470

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items

Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results, Improved estimation of a covariance matrix under quadratic loss, Entropy loss and risk of improved estimators for the generalized variance and precision, Inferences on the ratio of two generalized variances: independent and correlated cases, Estimating the covariance matrix: A new approach, Unnamed Item, UMVU estimation of the ratio of powers of normal generalized variances under correlation, Stein-type improvements of confidence intervals for the generalized variance, Estimating powers of the generalized variance under the pitman closeness criterion, Estimation of the entropy of a multivariate normal distribution, Estimation of a scale parameter in mixture models with unknown location, The Z-Poisson distribution with application to the modelling of soccer score probabilities, On improved estimators of the generalized variance, On normal stable Tweedie models and power-generalized variance functions of only one component, Nonnegative estimation of variance components in unbalanced mixed models with two variance components, On improving the shortest length confidence interval for the generalized variance., Estimating the covariance matrix and the generalized variance under a symmetric loss, Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”, Stein estimation -- a review, Improved estimation of the generalized precision under the entropy loss, Improving on the best affine equivariant estimator of the ratio of generalized variances, On improved interval estimation for the generalized variance, Improved Estimation of Finite Population Variance Using Auxiliary Information, Equivariant estimation under the pitman closeness criterion, Improved Estimation of Generalized Variance and Precision, Shrinkage and modification techniques in estimation of variance and the related problems: A review