Accession Number : AD0779073

Title :   Admissibility of Elliptically Contoured Estimators of the Mean of a Multivariate Normal Distribution with Generalized Squared Error Loss.

Descriptive Note : Technical rept.,

Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s) : Lin,Pi-Erh ; Bodo,Erwin P.

Report Date : OCT 1973

Pagination or Media Count : 13

Abstract : Let X be a p-variate (p > or = 3) random vector normally distributed with mean vector theta and unknown positive definite covariance matrix sigma. Let A be a p x p Wishart matrix with a parameters (n, sigma), n > or = p, independent of X. The paper considers the problem of estimating theta with respect to a generalized squared error. (Modified author abstract)

Descriptors :   *Normal density functions, *Multivariate analysis, Estimates, Mean, Matrices(Mathematics), Theorems

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE