Uniformly minimum variance unbiased estimation for symmetric normal distributions

Hajime Yamato

Journal of Multivariate Analysis, 1990, vol. 34, issue 2, 227-237

Abstract: We give uniformly minimum variance unbiased estimators of a mean, a variance, and a covariance for a symmetric normal distribution which is a multivariate normal distribution with equal means, equal variances, and equal covariances. The properties of the estimators are discussed.

Keywords: symmetric; normal; distibution; mean; variance; covariance; UMVU; estimator (search for similar items in EconPapers)
Date: 1990
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(90)90037-I
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:34:y:1990:i:2:p:227-237

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().