Estimation of Generalized Variance Under Entropy Losses : Admissibility Results

DOI10.1177/0008068319890302zbMATH Open0715.62007OpenAlexW2734926859MaRDI QIDQ3201239FDOQ3201239

Nabendu Pal

Publication date: 1989

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319890302

zbMATH Keywords

multivariate normalgeneralized varianceadmissibleentropy lossesaffine equivariant estimates

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cited In (6)

• Estimation of scale parameter under entropy loss function
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Estimation of the entropy of a multivariate normal distribution
• Entropy loss and risk of improved estimators for the generalized variance and precision
• Optimal rules and robust Bayes estimation of a gamma scale parameter
• Title not available (Why is that?)

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