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ESTIMATION OF THE TRACE OF THE SCALE MATRIX OF A MULTIVARIATE T-MODEL UNDER A SQUARED ERROR LOSS

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dc.contributor.authorJoarder, A.H.
dc.contributor.authorBeg, G.K.
dc.date.accessioned2026-10-18T03:12:52Z
dc.date.issued1999
dc.description.abstractThe trace of the scale matrix of the multivariate t-distribution is considered for estimation. The estimation strategy is developed assuming a quadratic loss function. The conditions under which the proposed estimator outperforms the usual estimator are derived. Exact expressions for the risk functions of the estimators are also derived. Numerical examples are considered as well.
dc.identifier.citationJoarder, A.H., & Beg, G.K. (1999). Estimation of the trace of the scale matrix of a multivariate t-model under a squared error loss. Statistica, anno LIX, n. 2, 467-474.
dc.identifier.urihttps://repository.ulab.edu.bd/handle/123456789/1228
dc.language.isoen
dc.subjectmultivariate t-distribution
dc.subjectscale matrix
dc.subjectestimation
dc.subjectsquared error loss
dc.subjectstatistical analysis
dc.subjectrisk function
dc.subjectcovariance matrix
dc.subjectprincipal component analysis
dc.subjectheavy-tailed behavior
dc.subjecteigenvalues
dc.titleESTIMATION OF THE TRACE OF THE SCALE MATRIX OF A MULTIVARIATE T-MODEL UNDER A SQUARED ERROR LOSS
dc.typeArticle

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Anwarul Haque Joarder, PhD