Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
From MaRDI portal
Publication:855244
DOI10.1007/BF02763001zbMATH Open1102.62056MaRDI QIDQ855244FDOQ855244
T. Leo Alexander, B. Chandrasekar
Publication date: 4 January 2007
Published in: Statistical Papers (Search for Journal in Brave)
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12)
Cites Work
- Title not available (Why is that?)
- Best equivariant estimators of a Cholesky decomposition
- Title not available (Why is that?)
- Title not available (Why is that?)
- Simultaneous estimation of parameters under entropy loss
- On the best equivariant estimator of mean of a multivariate normal population
- Simultaneous estimation of the multivariate normal mean under balanced loss function
- Simultaneous equivariant estimation for location-scale models
- Title not available (Why is that?)
- EQUIVARIANT ESTIMATION FOR PARAMETERS OF EXPONENTIAL DISTRIBUTIONS BASED ON TYPE-II PROGRESSIVELY CENSORED SAMPLES
- The Relationship Between Sufficiency and Invariance with Applications in Sequential Analysis
- On Invariance of Bayes Estimates for Generalized Random Variables
- Invariantly sufficient equivariant statistics and characterizations of normality in translation classes
- Sufficiency and invariance in confidence set estimation
- Bayes and equtvariant estimators of the variance of a finite population: part I, simple random sampling
- Estimating a Cholesky decomposition
- Characterization of an optimal matrix estimator under convex loss function
- On sufficiency and invariance
- On estimation of the scale matrix of the multivariate f distribution
- Bayes equivariant estimators of the variance of a finite population for exponential priors
- Equivariant Estimation for the Parameters of an Exponential Model Based on Censored Sampling
- On the best equivariant estimator of covariance matrix of a multivariate normal population
- Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment
- Title not available (Why is that?)
- Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
- A Note on Sufficiency and Invariance
Cited In (3)
Recommendations
- Simultaneous equivariant estimation for location-scale models π π
- Simultaneous Equivariant Estimation for Location - Scale Models with a Common Scale Parameter π π
- Equivariant estimators of the covariance matrix π π
- Simultaneous best equivariant estimation in location-scale families π π
- Title not available (Why is that?) π π
This page was built for publication: Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q855244)