Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.jmva.2006.06.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JMVA.2006.06.006 / rank | |||
Normal rank | |||
Latest revision as of 06:01, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss |
scientific article |
Statements
Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (English)
0 references
13 February 2007
0 references
minimax
0 references
Stein estimator
0 references
generalized Wishart distribution
0 references
Bartlett decomposition
0 references
unbiased risk estimate
0 references
Jordan algebras
0 references
complex normal distributions
0 references
0 references
0 references
0 references
0 references
0 references
