Estimation of the scale matrix of a multivariate t-model under entropy loss

被引：0

作者：

Anwar H. Joarder

Mir M. Ali

机构：

[1] Monash University,Department of Econometrics

[2] University of Western Ontario,Department of Statistical and Actuarial Sciences

来源：

Metrika | 1997年 / 46卷

关键词：

Multivariate; -model; scale matrix; estimation of scale matrix; mixture of distributions;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

This paper deals with the estimation of the scale matrix of a multivariatet-model with unknown location vector and scale matrix to improve upon the usual estimators based on the sample sum of product matrix. The well-known results of the estimation of the scale matrix of the multivariate normal model under the assumption of entropy loss function have been generalized to that of a multivariatet-model.

引用

页码：21 / 32

页数：11

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