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.
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页码：731 / 739
页数：9
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