scientific article; zbMATH DE number 4032826

MaRDI QIDQ3773089zbMATH OpenFDO

Authors Malay Ghosh, Bimal Kumar Sinha

Publication date 1987

zbMATH Keywords

best equivariant estimatorentropy lossgeneralized varianceinadmissibilityMANOVA testMonte Carlo resultsmultinormal populationRoy's maximum root testtestimatorvariance-covariance matrixWishart matrix

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Point estimation (62F10) Estimation in multivariate analysis (62H12) Sequential estimation (62L12)

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Cited in

(41)

• Best equivariant estimators of a Cholesky decomposition
• Improved estimation of a covariance matrix under quadratic loss
• Entropy loss and risk of improved estimators for the generalized variance and precision
• Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
• A note on the trace of a normal dispersion matrix
• On improving the shortest length confidence interval for the generalized variance.
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• On improved interval estimation for the generalized variance
• On estimating the current intensity of failure for the power-law process
• Double shrinkage estimation of ratio of scale parameters
• Estimating the covariance matrix: A new approach
• Empirical Bayesian estimation of normal variances and covariances
• Improved estimation of the generalized precision under the entropy loss
• Estimation of the entropy of a multivariate normal distribution
• Estimation of a scale parameter in mixture models with unknown location
• Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
• Bayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priors
• Shrinkage estimation of large covariance matrices: keep it simple, statistician?
• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
• Optimal shrinkage of eigenvalues in the spiked covariance model
• Estimation of the Cholesky decomposition in a conditional independent normal model with missing data
• Improved minimax estimation of the bivariate normal precision matrix under the squared loss
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model
• Estimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model
• Estimating powers of the generalized variance under the pitman closeness criterion
• Estimation of Generalized Variance Under Entropy Losses : Admissibility Results
• Equivariant estimators of the covariance matrix
• scientific article; zbMATH DE number 4048875 (Why is no real title available?)
• Minimax covariance estimation using commutator subgroup of lower triangular matrices
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
• Estimation of a covariance matrix in multivariate skew-normal distribution
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
• Truncated Estimators for a Precision Matrix
• A shrinkage based diagonal T ² control chart for high dimensional data
• Estimating the covariance matrix and the generalized variance under a symmetric loss
• Asymptotic risk comparison of improved estimators for normal covariance matrix
• Estimation of covariance matrices in fixed and mixed effects linear models
• Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
• Unified improvements in estimation of a normal covariance matrix in high and low dimensions
• UMVU estimation of the ratio of powers of normal generalized variances under correlation

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