Decision-theoretic estimation of generalized variance and generalized precision |
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| Authors: | Nabendu Pal |
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| Affiliation: | Department of mathematics and statistics , University of maryland baltimore county , catonsville, Maryland, 21228, U.s.a. |
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| Abstract: | Consider a random data matrix X=(X1,...,Xk):pXk with independent columns [sathik] and an independent p X p Wishart matrix [sathik]. Estimators dominating the best affine equivariant estimators of [sathik] are obtained under four types of loss functions. Improved estimators (Testimators) of generalized variance and generalized precision are also considered under convex entropy loss (CEL). |
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| Keywords: | Wishart matrix entropy loss squared error loss convex entropy loss affine equivariant estimator risk function |
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