Estimation of the eigenvalues of the scale matrix of a class of elliptical distributions

Anvar H. Joarder; Md A. Hossain

doi:10.6092/issn.1973-2201/1033

Estimation of the eigenvalues of the scale matrix of a class of elliptical distributions

Authors

Anvar H. Joarder University of Sydney
School of Mathematics and Statistics
Md A. Hossain University of Dhaka, Dhaka

DOI:

https://doi.org/10.6092/issn.1973-2201/1033

Abstract

The simultaneous estimation of the eigenvalues of the scale matrix of a class of elliptical distributions is considered. An improved estimation strategy is developed in the light of a quadratic loss function. It is demonstrated analytically that the class of proposed estimators outperforms the class of usual estimators in the sense of having smaller risk.

How to Cite

Joarder, A. H., & Hossain, M. A. (1996). Estimation of the eigenvalues of the scale matrix of a class of elliptical distributions. Statistica, 56(3), 313–319. https://doi.org/10.6092/issn.1973-2201/1033