Estimation of the location parameter of the l1-norm symmetric matrix variate distributions
An identity of integrals for the l1-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.
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Volume (Year): 57 (2002)
Issue (Month): 3 (April)
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