Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270): Difference between revisions

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Latest revision as of 14:10, 25 June 2024

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Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
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    Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (English)
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    13 February 2007
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    minimax
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    Stein estimator
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    generalized Wishart distribution
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    Bartlett decomposition
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    unbiased risk estimate
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    Jordan algebras
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    complex normal distributions
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