Estimation of generalized variance under an asymetric loss function "squared log error"

被引：1

作者：

Farsipour, NS ^{[1
]}

Zakerzadeh, H

机构：

[1] Shiraz Univ, Dept Stat, Shiraz, Iran

[2] Yazd Univ, Yazd, Iran

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2006年 / 35卷 / 04期

关键词：

admissibility; Bayes estimator; covariance matrix; digamma function; generalized variance; inverse wishart distribution; minimaxity;

D O I：

10.1080/03610920500498832

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this article, we consider the problem of estimating the generalized variance, when the observation follows from a non singular multivariate normal distribution with unknown mean under the squared log error loss function.

引用

页码：571 / 581

页数：11

共 50 条

[1] Robust Bayesian prediction and estimation under a squared log error loss function
Kiapour, A.
Nematollahi, N.
[J]. STATISTICS & PROBABILITY LETTERS, 2011, 81 (11) : 1717 - 1724
[2] Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
Nader Nematollahi
[J]. Statistical Papers, 2017, 58 : 319 - 339
[3] Admissible and minimax estimation of the parameter of the selected Pareto population under squared log error loss function
Nematollahi, Nader
[J]. STATISTICAL PAPERS, 2017, 58 (02) : 319 - 339
[4] Estimation of a gamma scale parameter under asymmetric squared log error loss
Farsipour, NS
Zakerzadeh, H
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2005, 34 (05) : 1127 - 1135
[5] MINIMAX ESTIMATION OF POWERS OF VARIANCE OF A NORMAL POPULATION UNDER SQUARED ERROR LOSS
STRAWDERMAN, WE
[J]. ANNALS OF STATISTICS, 1974, 2 (01): : 190 - 198
[6] SIMULTANEOUS ESTIMATION WITH A SQUARED ERROR LOSS FUNCTION
VANDEUSEN, PC
[J]. CANADIAN JOURNAL OF FOREST RESEARCH-REVUE CANADIENNE DE RECHERCHE FORESTIERE, 1988, 18 (08): : 1093 - 1096
[7] Estimating the parameter of selected uniform population under the squared log error loss function
Meena, K. R.
Arshad, Mohd.
Gangopadhyay, Aditi Kar
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47 (07) : 1679 - 1692
[8] Bayes, E-Bayes and Robust Bayes Premium Estimation and Prediction under the Squared Log Error Loss Function
Kiapour, Azadeh
[J]. JIRSS-JOURNAL OF THE IRANIAN STATISTICAL SOCIETY, 2018, 17 (01): : 33 - 47
[9] IMPROVED ESTIMATION UNDER COLLINEARITY AND SQUARED ERROR LOSS
HILL, RC
JUDGE, GG
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1990, 32 (02) : 296 - 312
[10] Improved estimation of the generalized precision under the squared loss
Sun, XQ
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1998, 27 (11) : 2725 - 2742

← 1 2 3 4 5 →