• Title of article

    Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution

  • Author/Authors

    Hara، نويسنده , , Hisayuki، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 2001
  • Pages
    12
  • From page
    175
  • To page
    186
  • Abstract
    It is well known that the best equivariant estimator of the variance covariance matrix of the multivariate normal distribution with respect to the full affine group of transformation is not even minimax. Some minimax estimators have been proposed. Here we treat this problem in the framework of a multivariate analysis of variance (MANOVA) model and give other classes of minimax estimators.
  • Keywords
    Wishart matrix , conditional risk difference , Entropy loss , Inadmissibility , MANOVA , Minimax estimation
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    2001
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557704