Estimation of the Trace of the scale Matrix of the Scale Mixture of Multivariate Normal Distributions

dc.contributor.author	Anwar H. Joarder
dc.contributor.author	M. Amir Hossain
dc.date.accessioned	2026-09-30T05:50:26Z
dc.date.issued	1995
dc.description.abstract	A class of estimators for the trace of the scale matrix of the scale mixture of the multivariate normal distributions has been considered. The estimation strategy has been developed in the light of a quadratic loss function. The conditions under which the class of proposed estimators outperform the class of usual estimators have been derived.
dc.identifier.uri	https://repository.ulab.edu.bd/handle/123456789/1212
dc.language.iso	en
dc.publisher	Analytic Publishing Co.
dc.subject	Scale mixture of multivariate normal distributions
dc.subject	Trace of the scale matrix
dc.subject	Multivariate t-distribution
dc.subject	Wishart matrix
dc.subject	Squared error loss
dc.subject	Risk function
dc.subject	Dominance theorem
dc.subject	Shrinkage estimator
dc.subject	Fat-tailed distributions
dc.subject	Stock market returns
dc.title	Estimation of the Trace of the scale Matrix of the Scale Mixture of Multivariate Normal Distributions
dc.type	Article

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