熵损失下广义方差估计的改进(英文)  

Improved Estimation of the Generalized Variance under the Entropy Loss

作　　者：孙孝前[1] 

机构地区：[1]华东师范大学统计系,上海200062

出　　处：《华东师范大学学报（自然科学版）》1999年第4期23-32,共10页Journal of East China Normal University(Natural Science)

摘　　要：设X～Np(μ,) ,其中μ∈Rp ,> 0 均未知。该文在熵损失下给出了改进广义方差｜ ｜ 的最佳仿射同变估计的三种方法,且分别讨论了Stein 型截断估计与这三种改进估计类之间的关系。Let X～N p(μ,),where μ∈R p,>0,both μ and  being unknown. Three methods are used in this paper for improving upon the best affine equivariant estimator of the generalized variance ｜｜ under the entropy loss and the relationships between Stein type truncated estimator and each of three classes of improved estimators are also studied.

关 键 词：广义方差 估计 不容许性 熵损失 截断估计 

分 类 号：O211.67[理学—概率论与数理统计]