Stein-type improvements of confidence intervals for the generalized variance
Author
Abstract
Suggested Citation
DOI: 10.1007/BF00118642
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sinha, Bimal Kumar, 1976. "On improved estimators of the generalized variance," Journal of Multivariate Analysis, Elsevier, vol. 6(4), pages 617-625, December.
- Sarkar, Sanat K., 1989. "On improving the shortest length confidence interval for the generalized variance," Journal of Multivariate Analysis, Elsevier, vol. 31(1), pages 136-147, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Iliopoulos, George, 2008. "UMVU estimation of the ratio of powers of normal generalized variances under correlation," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1051-1069, July.
- Iliopoulos, George & Kourouklis, Stavros, 1999. "Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 176-192, February.
- Dariush Najarzadeh, 2019. "Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 593-623, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Tatsuya Kubokawa & M. S. Srivastava, 1999. ""Estimating the Covariance Matrix: A New Approach", June 1999," CIRJE F-Series CIRJE-F-52, CIRJE, Faculty of Economics, University of Tokyo.
- Iliopoulos, George, 2008. "UMVU estimation of the ratio of powers of normal generalized variances under correlation," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1051-1069, July.
- Iliopoulos, George & Kourouklis, Stavros, 1999. "Improving on the Best Affine Equivariant Estimator of the Ratio of Generalized Variances," Journal of Multivariate Analysis, Elsevier, vol. 68(2), pages 176-192, February.
- Ali Jafari, 2012. "Inferences on the ratio of two generalized variances: independent and correlated cases," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 21(3), pages 297-314, August.
- Misra, Neeraj & Singh, Harshinder & Demchuk, Eugene, 2005. "Estimation of the entropy of a multivariate normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 92(2), pages 324-342, February.
- Constantinos Petropoulos & Stavros Kourouklis, 2012. "New classes of improved confidence intervals for the variance of a normal distribution," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 75(4), pages 491-506, May.
- Kubokawa, T. & Srivastava, M. S., 2003. "Estimating the covariance matrix: a new approach," Journal of Multivariate Analysis, Elsevier, vol. 86(1), pages 28-47, July.
- Tatsuya Kubokawa & M. S. Srivastava, 2002. "Estimating the Covariance Matrix: A New Approach," CIRJE F-Series CIRJE-F-162, CIRJE, Faculty of Economics, University of Tokyo.
- Elfessi, Abdulaziz, 1997. "Estimation of a linear function of the parameters of an exponential distribution from doubly censored samples," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 251-259, December.
- Dariush Najarzadeh, 2019. "Testing equality of standardized generalized variances of k multivariate normal populations with arbitrary dimensions," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(4), pages 593-623, December.
More about this item
Keywords
Generalized variance; invariant interval estimators; Stein-type improvements;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:43:y:1991:i:2:p:369-375. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.