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A note on the trace of a normal dispersion matrix

Author

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  • Guo, Ying (Ingrid) Yueh
  • Pal, Nabendu

Abstract

Consider the problem of estimating the trace of a normal dispersion matrix under the squared error loss. It is shown that the 'admissible estimator' obtained by Olkin and Selliah (1977) is not admissible in the class of all estimators.

Suggested Citation

  • Guo, Ying (Ingrid) Yueh & Pal, Nabendu, 1992. "A note on the trace of a normal dispersion matrix," Statistics & Probability Letters, Elsevier, vol. 14(5), pages 349-353, July.
  • Handle: RePEc:eee:stapro:v:14:y:1992:i:5:p:349-353
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