Estimation of normal covariance and precision matrices with incomplete data (Q3212140): Difference between revisions
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| Property / cites work: Maximum Likelihood Estimates for a Multivariate Normal Distribution when some Observations are Missing / rank | |||
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| Property / cites work: Estimation of a covariance matrix under Stein's loss / rank | |||
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| Property / cites work: Improved minimax estimation of a normal precision matrix / rank | |||
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| Property / cites work: Improved Minimax Estimators of Normal Covariance and Precision Matrices from Incomplete Samples / rank | |||
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| Property / cites work: A representation of Bayes invariant procedures in terms of Haar measure / rank | |||
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Latest revision as of 15:04, 21 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance and precision matrices with incomplete data |
scientific article |
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Estimation of normal covariance and precision matrices with incomplete data (English)
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1991
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Wishart distribution
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loss functions
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best lower triangular invariant minimax estimator
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