Equivariant estimators of the covariance matrix (Q3481089): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.2307/3315567 / rank | |||
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| Property / OpenAlex ID: W2006061789 / rank | |||
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| Property / cites work: Improving on equivariant estimators / rank | |||
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| Property / cites work: Empirical Bayes estimation of the multivariate normal covariance matrix / rank | |||
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| Property / cites work: Q3185327 / rank | |||
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| Property / cites work: Improved estimation of a covariance matrix under quadratic loss / 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 08:30, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Equivariant estimators of the covariance matrix |
scientific article |
Statements
Equivariant estimators of the covariance matrix (English)
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1990
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group of transformations
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domination
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maximal invariant
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multivariate linear model
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Wishart matrix
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multinormal vector
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equivariant estimators
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Stein-type truncated estimators
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