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
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
Journal title :
Journal of Multivariate Analysis