Abstract
Suppose that we have n independent observations from Np (0,∑) and, in addition, we have m independent observations available on the first q(q < P) coordinates. Assuming that X i's and Y i's are independent,we consider the problem of estimation of ∑ and ∑-1 respectively under the loss functions .We propose some new estimators that dominate the best lower triangular invariant minimax estimator under the loss L We also derive the best lower triangular invariant minimax estimator of ∑-1 under L 1 and suggest some estimators that dominate it.
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