Uniformly minimum variance unbiased estimation for symmetric normal distributions

We give uniformly minimum variance unbiased estimators of a mean, a variance, and a covariance for a symmetric normal distribution which is a multivariate normal distribution with equal means, equal variances, and equal covariances. The properties of the estimators are discussed.

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Year of publication:	1990
Authors:	Yamato, Hajime
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 34.1990, 2, p. 227-237
Publisher:	Elsevier
Keywords:	symmetric normal distibution mean variance covariance UMVU estimator

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005153048