An Inequality of Matrix and Bayes Unbiased Estimates
Received:April 06, 1995  
Key Words: positive definite matrix   conditional expectation   inequality of arithmetic mean   Bayes estimator   unbiased estimate.  
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Author NameAffiliation
Zhang Yaoting Shanghai University of Finance and Economics
200433 
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Abstract:
      The inequality of arithmetic mean and harmonic mean is generalized to the positive definite matrix. With this inequality, we get the optimal properties of Bayes unbiased estimates.
Citation:
DOI:10.3770/j.issn:1000-341X.1998.02.013
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