Comparing UMVU and ML estimators of the generalized variance for natural exponential families
Author:
Affiliation:
1. a Université de Pau et des Pays de l'Adour Laboratoire de Mathématiques , Appliquées, Département STID, Avenue de l'Université, 64000, Pau, France
2. b CREST-ENSAI , rue Blaise Pascal, BP 37203, 35172, Bruz, France
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/02331880701442700
Reference23 articles.
1. On improved interval estimation for the generalized variance
2. A Fast Algorithm for the Minimum Covariance Determinant Estimator
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4. Improved Estimation of Generalized Variance and Precision
5. Asymptotic distributions of functions of a sample covariance matrix under the elliptical distribution
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