Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077): Difference between revisions

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English	Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results	scientific article

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scholarly article

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title

Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (English)

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7 August 2013

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zbMATH Keywords

decision theory

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improved estimation of a normal variance

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covariance matrix

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generalized variance

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Wishart distribution

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s13171-012-0021-9

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cites work

Estimating the ratio of two scale parameters: a simple approach

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Improving on equivariant estimators

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Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters

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Estimation of a covariance matrix under Stein's loss

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Q4284847

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Improved Minimax Estimators of Normal Convariance and Precision Matrices

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Empirical Bayes estimation of the multivariate normal covariance matrix

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Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution

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Q4779568

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Improving on the best affine equivariant estimator of the ratio of generalized variances

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Q3185327

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Improved estimation of a covariance matrix under quadratic loss

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A unified approach to improving equivariant estimators

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Shrinkage and modification techniques in estimation of variance and the related problems: A review

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Q5286556

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Q4851482

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Estimating the covariance matrix: A new approach

0 references

A new estimator of covariance matrix

0 references

Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors

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Minimax estimators of a normal variance

0 references

A new class of minimax generalized Bayes estimators of a normal variance

0 references

Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function

0 references

Estimation of a normal variance -- a critical review

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Equivariant estimators of the covariance matrix

0 references

Minimax estimators of a covariance matrix

0 references

Estimation of a scale parameter in mixture models with unknown location

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Risk behavior of variance estimators in multivariate normal distribution

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Some modifications of improved estimators of a normal variance

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An improved estimator of the generalized variance

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On improved estimators of the generalized variance

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Q3773089

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Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean

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Minimax estimation of powers of the variance of a normal population under squared error loss

0 references

Q3355101

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Q3497052

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Identifiers

zbMATH Open document ID

1284.62325

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DOI

10.1007/s13171-012-0021-9

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2392077

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@@ Property / OpenAlex ID: W1978394860 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the ratio of two scale parameters: a simple approach
+Normal rank
@@ Property / cites work @@
+Improving on equivariant estimators
@@ Property / cites work: Improving on equivariant estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Inadmissibility of the Usual Estimators of Scale parameters in Problems with Unknown Location and Scale Parameters
+Normal rank
@@ Property / cites work @@
+Estimation of a covariance matrix under Stein's loss
+Normal rank
@@ Property / cites work @@
+Q4284847
@@ Property / cites work: Q4284847 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved Minimax Estimators of Normal Convariance and Precision Matrices
+Normal rank
@@ Property / cites work @@
+Empirical Bayes estimation of the multivariate normal covariance matrix
+Normal rank
@@ Property / cites work @@
+Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution
+Normal rank
@@ Property / cites work @@
+Q4779568
@@ Property / cites work: Q4779568 / rank @@
+Normal rank
@@ Property / cites work @@
+Improving on the best affine equivariant estimator of the ratio of generalized variances
+Normal rank
@@ Property / cites work @@
+Q3185327
@@ Property / cites work: Q3185327 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved estimation of a covariance matrix under quadratic loss
+Normal rank
@@ Property / cites work @@
+A unified approach to improving equivariant estimators
+Normal rank
@@ Property / cites work @@
+Shrinkage and modification techniques in estimation of variance and the related problems: A review
+Normal rank
@@ Property / cites work @@
+Q5286556
@@ Property / cites work: Q5286556 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4851482
@@ Property / cites work: Q4851482 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the covariance matrix: A new approach
@@ Property / cites work: Estimating the covariance matrix: A new approach / rank @@
+Normal rank
@@ Property / cites work @@
+A new estimator of covariance matrix
@@ Property / cites work: A new estimator of covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Developments in decision-theoretic variance estimation. With comments and a rejoinder by the authors
+Normal rank
@@ Property / cites work @@
+Minimax estimators of a normal variance
@@ Property / cites work: Minimax estimators of a normal variance / rank @@
+Normal rank
@@ Property / cites work @@
+A new class of minimax generalized Bayes estimators of a normal variance
+Normal rank
@@ Property / cites work @@
+Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
+Normal rank
@@ Property / cites work @@
+Estimation of a normal variance -- a critical review
+Normal rank
@@ Property / cites work @@
+Equivariant estimators of the covariance matrix
@@ Property / cites work: Equivariant estimators of the covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Minimax estimators of a covariance matrix
@@ Property / cites work: Minimax estimators of a covariance matrix / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of a scale parameter in mixture models with unknown location
+Normal rank
@@ Property / cites work @@
+Risk behavior of variance estimators in multivariate normal distribution
+Normal rank
@@ Property / cites work @@
+Some modifications of improved estimators of a normal variance
+Normal rank
@@ Property / cites work @@
+An improved estimator of the generalized variance
@@ Property / cites work: An improved estimator of the generalized variance / rank @@
+Normal rank
@@ Property / cites work @@
+On improved estimators of the generalized variance
+Normal rank
@@ Property / cites work @@
+Q3773089
@@ Property / cites work: Q3773089 / rank @@
+Normal rank
@@ Property / cites work @@
+Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
+Normal rank
@@ Property / cites work @@
+Minimax estimation of powers of the variance of a normal population under squared error loss
+Normal rank
@@ Property / cites work @@
+Q3355101
@@ Property / cites work: Q3355101 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3497052
@@ Property / cites work: Q3497052 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2392077