Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1006/jmva.2000.1934 / rank
 
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Latest revision as of 19:59, 3 June 2024

scientific article; zbMATH DE number 1647695
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Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
scientific article; zbMATH DE number 1647695

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    Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (English)
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    17 September 2001
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    conditional risk difference
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    entropy loss
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    inadmissibility
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    Wishart matrix
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    minimax estimators
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    analysis of variance
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