Estimation of the trace of the scale matrix of a multivariate t-model under a squared error loss

Anvar H. Joarder; Ghulam Kabir Beg

doi:10.6092/issn.1973-2201/1111

Estimation of the trace of the scale matrix of a multivariate t-model under a squared error loss

Authors

Anvar H. Joarder King Fahd University of Petroleum and Minerals, Dhahran
Ghulam Kabir Beg King Fahd University of Petroleum and Minerals, Dhahran

DOI:

https://doi.org/10.6092/issn.1973-2201/1111

Abstract

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.

How to Cite

Joarder, A. H., & Beg, G. K. (1999). Estimation of the trace of the scale matrix of a multivariate t-model under a squared error loss. Statistica, 59(2), 181–191. https://doi.org/10.6092/issn.1973-2201/1111