Uniformly minimum variance unbiased estimation for symmetric normal distributions

DOI10.1016/0047-259X(90)90037-IMaRDI QIDQ750053zbMATH OpenFDO

Authors Hajime Yamato

Publication date 1990

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

multivariate normal distributioncovariancemeanuniformly minimum variance unbiased estimatorssymmetric normal distribution

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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Cites work

• scientific article; zbMATH DE number 3826980 (Why is no real title available?)
• Approximation Theorems of Mathematical Statistics
• Estimation under invariant distributions
• Invariant U-statistics
• Linear Statistical Inference and its Applications

Cited in

(4)

• Estimation of the location parameter of the \(\ell_{1}\)-norm symmetric matrix variate distributions
• Uniformly minimum variance unbiased estimator of efficiency ratio in estimation of normal population mean
• Uniformly Minimum Variance Unbiased Estimation for the Inverse Gaussian Distribution
• On the non existence of unbiased estimators of risk for spherically symmetric distributions

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