Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082): Difference between revisions
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Revision as of 15:27, 19 March 2024
scientific article; zbMATH DE number 2150506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a multivariate normal covariance matrix under a certain structure |
scientific article; zbMATH DE number 2150506 |
Statements
Estimation of a multivariate normal covariance matrix under a certain structure (English)
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30 March 2005
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Wishart distribution
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orthogonally invariant estimator
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unbiased estimator of risk
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admissibility
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order-preserving
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Stein's loss function
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