QUADRATIC ADMISSIBLE ESTIMATE OF COVARIANCE IN PSEUDO-ELLIPTICAL CONTOURED DISTRIBUTION  

作　　者：Hengjian CUI Xiuhong GAO 

机构地区：[1]School of Mathematical Sciences and Statistical Data Analysis Laboratory, Beijing Normal University, Beijing 100875, China.

出　　处：《Journal of Systems Science & Complexity》2006年第2期236-255,共20页系统科学与复杂性学报（英文版）

基　　金：The research was partially supported by the Doctoral Programme of Higher Education(No.20020027010)of China.

摘　　要：This article mainly discusses the admissibility of quadratic estimate of covariance in pseudoelliptical distribution. Under the quadratic loss function, the necessary and sufficient conditions that a quadratic estimator is an admissible estimator of covariance in the class of quadratic estimators are obtained. A complete class of the quadratic estimator class is also given.

关 键 词：ADMISSIBILITY COVARIANCE quadratic estimator quadratic loss function. 

分 类 号：O211[理学—概率论与数理统计]