Estimates of low bias for the multivariate normal

DOI10.1016/J.SPL.2011.06.014MaRDI QIDQ643233zbMATH OpenOpenAlexFDO

Authors Christopher S. Withers, Saralees Nadarajah

Publication date 28 October 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2011.06.014

zbMATH Keywords

bias reductionmomentsmultivariate Hermite polynomialsratio estimates

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12)

Recommendations

• Unbiased estimation of the common mean of a multivariate normal distribution
• Nonparametric estimates of low bias
• Bias correction in a multivariate normal regression model with general parameterization
• Multivariate data, the arithmetic mean and exchangeability of transformations
• scientific article; zbMATH DE number 879737

Cites work

• A chain rule for differentiation with applications to multivariate hermite polynomials
• Bias reduction by taylor series^∗
• Comparisons Among Estimators of a Scale Parameter of the Beta-Stacy Distribution
• Confidence Bounds on Vector Analogues of the "Ratio of Means" and the "Ratio of Variances" for Two Correlated Normal Variates and Some Associated Tests
• Corrected version of \(AIC\) for selecting multivariate normal linear regression models in a general nonnormal case
• Empirical Bayes estimation of the multivariate normal covariance matrix
• Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
• Estimation of the entropy of a multivariate normal distribution
• Estimation of the multivariate normal precision and covariance matrices in a star-shape model
• Estimators for the inverse powers of a normal mean
• Expressions for Rényi and Shannon entropies for multivariate distributions
• scientific article; zbMATH DE number 3136275 (Why is no real title available?)
• scientific article; zbMATH DE number 3673370 (Why is no real title available?)
• scientific article; zbMATH DE number 1441551 (Why is no real title available?)
• scientific article; zbMATH DE number 3097601 (Why is no real title available?)
• Measures of multivariate skewness and kurtosis with applications
• Minimal moments and cumulants of symmetric matrices: An application to the Wishart distribution
• Moments and cumulants for the complex Wishart
• Moments and cumulants of the multivariate normal distribution
• Moments of the complex multivariate normal distribution
• Moments of wishart distribution
• Multivariate Statistical Analysis
• On multivariate coefficients of variation
• On unbiased and improved loss estimation for the mean of a multivariate normal distribution with unknown variance.
• Quasi-medians are robust and relatively efficient estimators of a common mean given multivariate normality
• The Application of Invariance to Unbiased Estimation
• The moments of the multivariate normal
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions

Cited in

(3)

• A note on bias reduction
• Multivariate data, the arithmetic mean and exchangeability of transformations
• Nonparametric estimates of low bias

This page was built for publication: Estimates of low bias for the multivariate normal

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q643233)