Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/0167-7152(94)00172-5 / rank
 
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Latest revision as of 08:38, 24 May 2024

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Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
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    Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (English)
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    20 May 1996
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    powers of variance
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    risk function
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    uniform domination
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    multivariate normal distribution
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    Strawderman type minimax estimators
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    best affine equivariant estimators
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    quadratic loss
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    entropy loss
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