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Abdul-Hussein Saber AL-MOUEL. Comparison of MINQUE and Simple Estimators under Entropy and Symmetry Loss Functions[J]. Journal of East China Normal University (Natural Sciences), 2004, (2): 31-36,5.
Citation:
Abdul-Hussein Saber AL-MOUEL. Comparison of MINQUE and Simple Estimators under Entropy and Symmetry Loss Functions[J]. Journal of East China Normal University (Natural Sciences), 2004, (2): 31-36,5.
Abdul-Hussein Saber AL-MOUEL. Comparison of MINQUE and Simple Estimators under Entropy and Symmetry Loss Functions[J]. Journal of East China Normal University (Natural Sciences), 2004, (2): 31-36,5.
Citation:
Abdul-Hussein Saber AL-MOUEL. Comparison of MINQUE and Simple Estimators under Entropy and Symmetry Loss Functions[J]. Journal of East China Normal University (Natural Sciences), 2004, (2): 31-36,5.
This paper considers comparison of MINQUE and simple estimator of Σ in the multivariate normal linear model Y~N(XB, Σ×V) under the risk of entropy loss function and symmetry loss function criterion, where the design matrix X need not have full rank and the dispersion matrix V can be singular. It is interested to prove that MINQUE is superior to simple estimator under Entropy loss function.