ORTHOGONALLY INVARIANT ESTIMATION OF THE SKEW-SYMMETRICAL NORMAL-MEAN MATRIX

被引：2

作者：

KURIKI, S

机构：

[1] Department of Mathematical Engineering and Information Physics, Faculty of Engineering, University of Tokyo, Tokyo, 113, 7-3-1 Hongo, Bunkyo-ku

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1993年 / 45卷 / 04期

关键词：

ISOTONIC REGRESSION; MINIMAX ESTIMATOR; ORDER-PRESERVING; PAIRED COMPARISONS; SINGULAR VALUE;

D O I：

10.1007/BF00774784

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：

The unbiased estimator of risk of the orthogonally invariant estimator of the skew-symmetric normal mean matrix is obtained. and a class of minimax estimators and their order-preserving modification are proposed. The estimators have applications in paired comparisons model. A Monte Carlo study to compare the risks of the estimators is given.

引用

页码：731 / 739

页数：9

共 45 条

[21] SINGLE-STAGE INTERVAL ESTIMATION OF THE LARGEST NORMAL-MEAN UNDER HETEROSCEDASTICITY
CHEN, HJ
LAM, K
AMERICAN STATISTICAL ASSOCIATION 1988 PROCEEDINGS OF THE STATISTICAL COMPUTING SECTION, 1988, : 94 - 98
[22] UNBIASED ESTIMATION OF A NONLINEAR FUNCTION OF A NORMAL-MEAN WITH APPLICATION TO MEASUREMENT ERROR MODELS
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[23] SINGLE-STAGE INTERVAL ESTIMATION OF THE LARGEST NORMAL-MEAN UNDER HETEROSCEDASTICITY
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ANNALS OF STATISTICS, 1985, 13 (04): : 1509 - 1522
[25] Methods for improvement in estimation of a normal mean matrix
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[27] Improved loss estimation for a normal mean matrix
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[28] Estimation of a covariance matrix in multivariate skew-normal distribution
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[29] UNBIASED EQUIVARIANT ESTIMATION OF A COMMON NORMAL-MEAN VECTOR WITH ONE OBSERVATION FROM EACH POPULATION
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[30] CONFIDENCE-INTERVALS FOR A MULTIVARIATE NORMAL-MEAN IN THE CASE OF EMPIRICAL BAYES ESTIMATION USING PEARSON CURVES AND NORMAL APPROXIMATIONS
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