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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
Report Date:
1973-10-01
Pagination or Media Count:
13.0
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
Distribution Statement:
APPROVED FOR PUBLIC RELEASE