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Estimating powers of the generalized variance under the Pitman closeness criterion |
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| Authors: | Tatsuya Kubokawa |
| Abstract: | For estimating powers of the generalized variance under a multivariate normal distribution with an unknown mean, the inadmissibility of the closest affine equivariant estimator is shown for the Pitman closeness criterion. |
| Keywords: | Pitman closeness criterion generalized variance closest equivariant estimator truncated estimator |