This article mainly discusses the admissibility of quadratic estimate of covariance in pseudoelliptical distribution. Under the quadratic loss function, the necessary and sufficient conditions that a quadratic estimat...This article mainly discusses the admissibility of quadratic estimate of covariance in pseudoelliptical distribution. Under the quadratic loss function, the necessary and sufficient conditions that a quadratic estimator is an admissible estimator of covariance in the class of quadratic estimators are obtained. A complete class of the quadratic estimator class is also given.展开更多
基金The research was partially supported by the Doctoral Programme of Higher Education(No.20020027010)of China.
文摘This article mainly discusses the admissibility of quadratic estimate of covariance in pseudoelliptical distribution. Under the quadratic loss function, the necessary and sufficient conditions that a quadratic estimator is an admissible estimator of covariance in the class of quadratic estimators are obtained. A complete class of the quadratic estimator class is also given.
