Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393): Difference between revisions

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Latest revision as of 15:45, 17 May 2024

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Monotonic minimax estimators of a 2×2 covariance matrix
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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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