Quadratic Admissible Estimate of Covariance in Pseudo-Elliptical Contoured Distribution

This article mainly discusses the admissibility of quadratic estimate of covariance in pseudo-elliptical distribution. Under the quadratic loss function, the necessary and sufficient conditions that a quadratic estimator is an admissible estimator of covariance in the class of quadratic estimators are obtained. A complete class of the quadratic estimator class is also given.