Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”

DOI10.1080/03610920500498832zbMATH Open1094.62066OpenAlexW2095033367MaRDI QIDQ5484652FDOQ5484652

Authors:

Publication date: 21 August 2006

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920500498832

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zbMATH Keywords

covariance matrixdigamma functionminimaxityinverse Wishart distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Admissibility in statistical decision theory (62C15)

Cites Work

• Title not available (Why is that?)
• Estimation with quadratic loss.
• Estimation of a covariance matrix under Stein's loss
• Improving on equivariant estimators
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
• Equivariant estimators of the covariance matrix
• Estimating the covariance matrix: A new approach
• An improved estimator of the generalized variance

Cited In (4)

• Variance and bias for general loss functions
• Variance estimation for the normal distribution under log symmetric loss
• Estimation of a Gamma Scale Parameter Under Asymmetric Squared Log Error Loss
• Title not available (Why is that?)

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