Improved estimation of a covariance matrix under quadratic loss (Q1117642): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1016/0167-7152(89)90086-2 / rank | |||
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| Property / cites work: An identity for the Wishart distribution with applications / rank | |||
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| Property / cites work: An improved estimator of the generalized variance / rank | |||
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| Property / cites work: Q3773089 / rank | |||
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| Property / cites work: Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean / rank | |||
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Latest revision as of 14:37, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of a covariance matrix under quadratic loss |
scientific article |
Statements
Improved estimation of a covariance matrix under quadratic loss (English)
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1989
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For the quadratic loss function, it is shown that the best affine equivariant estimator of the normal covariance matrix is improved on by Stein-type estimators.
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inadmissiblity
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quadratic loss function
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best affine equivariant estimator
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normal covariance matrix
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Stein-type estimators
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