Classroom note: Estimation of the cross-product of two mean vectors |
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| Authors: | Heinz Neudecker Roman Zmy?lony G?tz Trenkler |
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| Affiliation: | 1. Department of Economics , University of Amsterdam , Roetersstraat 11, NL–1018 WB Amsterdam, The Netherlands;2. Institute of Mathematics , Technical University , Podgórna 50, PL–65-246 Zielona Góra, Poland;3. Department of Statistics , University of Dortmund , Vogelpothsweg 87, D–44221 Dortmund, Germany E-mail: trenkler@statistik.uni-dortmund.de |
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| Abstract: | The problem of estimating the cross-product of two mean vectors in three-dimensional Euclidian space is considered. Two ‘natural’ estimators are developed, both of which turn out to be biased. A third, unbiased estimator, resulting from a jackknife procedure, is also investigated. It is shown that, under normality, the latter is best among all the unbiased estimators of this quantity. |
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| Keywords: | integration by parts squeeze theorem infinite series |
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