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
Keyword(s):  
Asymptotic Expansion ◽  
Wishart Matrix ◽  
Generalized Variance

Estimation of Generalized Variance Under Entropy Losses : Admissibility Results

1989 ◽  
Vol 38 (3-4) ◽  
pp. 147-156 ◽  
Author(s):  
Nabendu Pal
Keyword(s):  
Multivariate Normal ◽  
Wishart Matrix ◽  
Generalized Variance

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.

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