Asymptotic expansion of the distribution of the generalized variance for noncentral Wishart matrix, when Ω=O(n)

1971 ◽  
Vol 23 (1) ◽  
pp. 469-475 ◽  
Author(s):  
Nariaki Sugiura ◽  
Hisao Nagao



1989 ◽  
Vol 38 (3-4) ◽  
pp. 147-156 ◽  
Author(s):  
Nabendu Pal

We consider the problem of estimating the generalized variance in a multivariate normal setup. The best affine equivariant estimates of | ∑ | are found to be admissible in the class of all estimates depending on the determinant of the Wishart matrix only under entropy losses.







1986 ◽  
Author(s):  
Bimal K. Sinha ◽  
Pranab K. Sen


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