A comparison of some estimators of the variance covariance matrix when the population mean is known
Authors:
Rameshwar D. Gupta a;
Ravindra Khattree b
| Affiliations: | a University of New Brunswick, Rochester |
| b Saint John and Oakland University, Rochester |
DOI:
10.1080/02331888308802420
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
PDF
(English)
You have:
FREE ACCESS
References
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- 4. Khattree, R. (1987) On comparison of estimates of dispersion using generalized Pitman nearness criterion. Commun Statist.-Theor. Meth. 16 , pp. 263-274.
- 5. Khattree, R. (1992) Comparing estimators for population variance using Pitman Nearness. Amer. Statist. 46 , pp. 214-217. [ crossref ]
- 6. Khattree, R. and Gill, D. S. (1987) Estimation of signal to noise ratio using Mahalanobis distance. Commun. Statist.-Theor. Meth. 16 , pp. 897-907.
- 7. Khattree, R. and Gupta, R. D. (1989) Estimation of matrix valued realized signal to noise ratio. J. Multivariate Anal. 30 , pp. 312-327. [ crossref ]
- 8. Muirhead, R. J. (1982) Aspects of Multivariate Statistical Theory Wiley , New York
- 9. Peddada, S. D. (1985) A short note on Pitman measure of nearness. Amer. Stat. 39 , pp. 298-299. [ crossref ]
- 10. Pitman, E. J. G. (1937) The closest estimates of statistical parameters. Proc. of the Cambridge Phil. Soc. 33 , pp. 212-222.
- 11. Rao, C. R. (1973) Linear Statistical Inference and its Applications Wiley , New York
- 12. Rao, C. R., Keating, J. P. and Mason, R. L. (1986) Pitman nearness criterion and its determination. Commun. Statist.-Theor. Meth. 15 , pp. 3173-3191.
- 13. Sinha, B. K. and Ghosh, M. (1985) Inadmissibility of the best equivariant estimators of the variance-covariance matrix and the generalized variance under entropy loss. Statist, and Decisions 5 , pp. 201-227.

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