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Entropy loss and risk of improved estimators for the generalized variance and precision

Nariaki Sugiura and Yoshihiko Konno

Annals of the Institute of Statistical Mathematics, 1988, vol. 40, issue 2, 329-341

Keywords: Stein's truncated estimator; zonal polynomials; incomplete beta function; multivariate linear hypotheses; mixture representation of noncentral Wishart and multivariate beta distributions (search for similar items in EconPapers)
Date: 1988
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DOI: 10.1007/BF00052348

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