Improved minimax estimation of a normal precision matrix (Q3834893): Difference between revisions

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Latest revision as of 10:20, 20 June 2024

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Improved minimax estimation of a normal precision matrix
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    Improved minimax estimation of a normal precision matrix (English)
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    1989
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    best invariant estimators
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    fully invariant loss function
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    Wishart distribution
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    James-Stein-type estimators
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    diagonal invariant minimax estimator
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    Monte-Carlo simulation
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    risk improvement
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    orthogonal invariant estimators
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