by Foon-Yip Ng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1998. / Includes bibliographical references (leaves 111-115). / Abstract also in Chinese. / Chapter Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Main Problems --- p.1 / Chapter 1.2 --- The Basic Concept of Decision Theory --- p.4 / Chapter 1.3 --- The Class of Orthogonally Invariant Estimators --- p.6 / Chapter 1.4 --- Related Works --- p.8 / Chapter 1.5 --- Summary --- p.10 / Chapter Chapter 2 --- Estimation of the Scale Matrix in a Wishart Distribution --- p.12 / Chapter 2.1 --- Review of the Previous Works --- p.13 / Chapter 2.2 --- Some Useful Statistical and Mathematical Results --- p.15 / Chapter 2.3 --- Improved Estimation of Σ under the Loss L1 --- p.18 / Chapter 2.4 --- Simulation Study for Wishart Distribution under the Loss L1 --- p.22 / Chapter 2.5 --- Improved Estimation of Σ under the Loss L2 --- p.25 / Chapter 2.6 --- Simulation Study for Wishart Distribution under the Loss L2 --- p.28 / Chapter Chapter 3 --- Estimation of the Scale Matrix in a Multivariate F Distribution --- p.31 / Chapter 3.1 --- Review of the Previous Works --- p.32 / Chapter 3.2 --- Some Useful Statistical and Mathematical Results --- p.35 / Chapter 3.3 --- Improved Estimation of Δ under the Loss L1____ --- p.38 / Chapter 3.4 --- Simulation Study for Multivariate F Distribution under the Loss L1 --- p.42 / Chapter 3.5 --- Improved Estimation of Δ under the Loss L2 ________ --- p.46 / Chapter 3.6 --- Relationship between Wishart Distribution and Multivariate F Distribution --- p.51 / Chapter 3.7 --- Simulation Study for Multivariate F Distribution under the Loss L2 --- p.52 / Chapter Chapter 4 --- Estimation of the Scale Matrix in an Elliptically Contoured Matrix Distribution --- p.57 / Chapter 4.1 --- Some Properties of Elliptically Contoured Matrix Distributions --- p.58 / Chapter 4.2 --- Review of the Previous Works --- p.60 / Chapter 4.3 --- Some Useful Statistical and Mathematical Results --- p.62 / Chapter 4.4 --- Improved Estimation of Σ under the Loss L3 --- p.63 / Chapter 4.5 --- Simulation Study for Multivariate-Elliptical t Distributions under the Loss L3 --- p.67 / Chapter 4.5.1 --- Properties of Multivariate-Elliptical t Distribution --- p.67 / Chapter 4.5.2 --- Simulation Study for Multivariate- Elliptical t Distributions --- p.70 / Chapter 4.6 --- Simulation Study for ε-Contaminated Normal Distributions under the Loss L3 --- p.74 / Chapter 4.6.1 --- Properties of ε-Contaminated Normal Distributions --- p.74 / Chapter 4.6.2 --- Simulation Study for 2-Contaminated Normal Distributions --- p.76 / Chapter 4.7 --- Discussions --- p.79 / APPENDIX --- p.81 / BIBLIOGRAPHY --- p.111
| Identifer | oai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322293 |
| Date | January 1998 |
| Contributors | Ng, Foon-Yip., Chinese University of Hong Kong Graduate School. Division of Statistics. |
| Source Sets | The Chinese University of Hong Kong |
| Language | English, Chinese |
| Detected Language | English |
| Type | Text, bibliography |
| Format | print, 115 leaves : ill. ; 30 cm. |
| Rights | Use of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/) |
Page generated in 0.0028 seconds