Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
9498157 | Linear Algebra and its Applications | 2005 | 9 Pages |
Abstract
We consider the problem of estimating a function of the mean vector in multivariate analysis. It is shown that two naive estimators turn out to be biased. Using a generalized jackknife procedure we construct an unbiased estimator of this function as a reasonable alternative. Variances of the three estimators are calculated for the general and the normal case.
Related Topics
Physical Sciences and Engineering
Mathematics
Algebra and Number Theory
Authors
Eckehard Frauendorf, Heinz Neudecker, Götz Trenkler,