A note on the trace of a normal dispersion matrix

Guo, Ying (Ingrid) Yueh and Nabendu Pal

Statistics & Probability Letters, 1992, vol. 14, issue 5, 349-353

Abstract: Consider the problem of estimating the trace of a normal dispersion matrix under the squared error loss. It is shown that the 'admissible estimator' obtained by Olkin and Selliah (1977) is not admissible in the class of all estimators.

Keywords: Squared; error; loss; inadmissibility; Wishart; distribution (search for similar items in EconPapers)
Date: 1992
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