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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
Published in: journal Statistics, Volume 24, Issue 4 1993 , pages 331 - 345
Formats available: PDF (English)
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References

  • 1. Birch, J. J. and Robertson, T. (1983) A classroom note on the sample variance and the second moment. Amer. Math. monthly 90 , pp. 703-705. [ crossref ]
  • 2. James, W. and Stein, C. (1961) Estimation with quadratic loss. Proc. Fourth Berkeley Symp. Math. Statist. Prob. 1 , pp. 361-379.
  • 3. Khatri, C. G. (1966) On certain distribution problems based on positive definite quadratic functions in normal vectors. Ann. Math. Statist. 37 , pp. 468-479.
  • 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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