A note on the trace of a normal dispersion matrix

Abstract

Consider the problem of estimating the trace of a normal dispersion matrix under the squared error loss. It is shown that the 'admissible estimator' obtained by Olkin and Selliah (1977) is not admissible in the class of all estimators.Squared error loss inadmissibility Wishart distribution

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This paper was published in Research Papers in Economics.

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