Accession Number:

ADA159059

Title:

Inadmissibility of the Best Equivariant Estimators of the Variance-Covariance Matrix and the Generalized Variance under Entropy Loss.

Descriptive Note:

Technical rept.,

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1985-07-01

Pagination or Media Count:

22.0

Abstract:

Based on a data matrix and an independent Wishart matarix testmators dominating the best equivariant estimators of sigma and sigma are obtained under two types of entropy loss. For simultaneous estimation of the mean vector and the variance covariance matrix of a multinormal population, a suitable entropy loss is developed and testimators dominating the pair consisting of the sample mean vector and the best multiple of the sample Wishart matrix are derived. A technique of SINHA is heavily exploited. Keywords MANOVA test Roys maximum root test Wishart distribution.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE