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Estimating powers of the generalized variance under the Pitman closeness criterion
Author(s) -
Kubokawa Tatsuya
Publication year - 1990
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315417
Subject(s) - closeness , mathematics , equivariant map , affine transformation , variance (accounting) , estimator , statistics , multivariate normal distribution , multivariate statistics , pure mathematics , mathematical analysis , accounting , business
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.