Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions
文献类型:期刊论文
作者 | Fang, BQ |
刊名 | STATISTICS & PROBABILITY LETTERS
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出版日期 | 2002-04-15 |
卷号 | 57期号:3页码:269-280 |
关键词 | unbiased estimator MLE UMVUE exponential distribution |
ISSN号 | 0167-7152 |
英文摘要 | An identity of integrals for the l(1)-norm symmetric matrix variate distributions with unknown common location parameter and unknown and possibly unequal scale parameters of the columns is established. An unbiased estimator for the location parameter is obtained and is shown to dominate the maximum likelihood estimator under the squared error loss. Under certain conditions this unbiased estimator is the uniformly minimum variance unbiased estimator. (C) 2002 Elsevier Science B.V. All rights reserved. |
语种 | 英语 |
WOS记录号 | WOS:000176787300008 |
出版者 | ELSEVIER SCIENCE BV |
源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/16953] ![]() |
专题 | 中国科学院数学与系统科学研究院 |
作者单位 | Chinese Acad Sci, Inst Appl Math, Acad Math & Syst Sci, Beijing 100080, Peoples R China |
推荐引用方式 GB/T 7714 | Fang, BQ. Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions[J]. STATISTICS & PROBABILITY LETTERS,2002,57(3):269-280. |
APA | Fang, BQ.(2002).Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions.STATISTICS & PROBABILITY LETTERS,57(3),269-280. |
MLA | Fang, BQ."Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions".STATISTICS & PROBABILITY LETTERS 57.3(2002):269-280. |
入库方式: OAI收割
来源:数学与系统科学研究院
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