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:

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

Descriptors:

• *Normal density functions
• *Multivariate analysis
• Estimates
• Mean
• Matrices(Mathematics)
• Theorems

Subject Categories:

• Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE