Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions

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	Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions
	Fang, BQ
	2002-04-15
发表期刊	STATISTICS & PROBABILITY LETTERS
ISSN	0167-7152
卷号	57 期号:3 页码:269-280
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.
关键词	unbiased estimator MLE UMVUE exponential distribution
语种	英语
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000176787300008
出版者	ELSEVIER SCIENCE BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/16954
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.