Improving on the best affine equivariant estimator of the ratio of generalized variances
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Publication:1283919
DOI10.1006/jmva.1998.1790zbMath1063.62516OpenAlexW2010824050MaRDI QIDQ1283919
George Iliopoulos, Stavros Kourouklis
Publication date: 1999
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1998.1790
Wishart distributiongeneralized variancemonotone likelihood ratiomatrix normal distributionequivariant estimationBrewster and Zidek techniqueStein technique
Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)
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