
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,PiErh ; Bodo,Erwin P.
Report Date : OCT 1973
Pagination or Media Count : 13
Abstract : Let X be a pvariate (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