Estimation of Generalized Variance Under Entropy Losses : Admissibility Results
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Publication:3201239
DOI10.1177/0008068319890302zbMATH Open0715.62007OpenAlexW2734926859MaRDI QIDQ3201239FDOQ3201239
Authors: 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
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Point estimation (62F10) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)
Cited In (8)
- Estimation of scale parameter under entropy loss function
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- 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
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”
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