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  • 标题:Estimation of the trace of the scale matrix of a multivariate t-model under a squared error loss
  • 作者:Anvar H. Joarder ; Ghulam Kabir Beg
  • 期刊名称:Statistica
  • 印刷版ISSN:1973-2201
  • 出版年度:1999
  • 卷号:59
  • 期号:2
  • DOI:10.6092/issn.1973-2201/1111
  • 语种:English
  • 出版社:Dep. of Statistical Sciences "Paolo Fortunati", Università di Bologna
  • 摘要:The trace of the scale matrix of the multivariate t-distribution is considered for estimation. The estimation strategy is developed assuming a quadratic loss function. The conditions under which the proposed estimator outperforms the usual estimators are derived. Exact expressions for the risk functions of the estimators are also derived. Numerical examples are considered as well.
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