Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393): Difference between revisions
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| Property / cites work: Families of minimax estimators of the mean of a multivariate normal distribution / rank | |||
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| Property / cites work: The variational form of certain Bayes estimators / rank | |||
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| Property / cites work: Minimax estimators of a covariance matrix / rank | |||
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| Property / cites work: Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix / rank | |||
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| Property / cites work: Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss / rank | |||
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| Property / cites work: An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population / rank | |||
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Latest revision as of 15:45, 17 May 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonic minimax estimators of a 2×2 covariance matrix |
scientific article |
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Monotonic minimax estimators of a 2×2 covariance matrix (English)
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16 May 1993
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groups
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covariance matrix
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bivariate normal population
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monotonicity property
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comparisons with Stein estimators
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nonsingular Wishart distribution
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minimax estimators
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entropy loss
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orthogonally invariant estimators
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