Estimation of Generalized Variance Under Entropy Losses : Admissibility Results

DOI10.1177/0008068319890302zbMath0715.62007OpenAlexW2734926859MaRDI QIDQ3201239

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

generalized variancemultivariate normaladmissibleentropy lossesaffine equivariant estimates

Mathematics Subject Classification ID

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

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Optimal rules and robust Bayes estimation of a gamma scale parameter ⋮ Estimation of scale parameter under entropy loss function ⋮ Estimation of the entropy of a multivariate normal distribution

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