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
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