Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 11:24, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the covariance matrix and the generalized variance under a symmetric loss |
scientific article |
Statements
Estimating the covariance matrix and the generalized variance under a symmetric loss (English)
0 references
1990
0 references
Wishart distribution
0 references
Stein's truncated estimator
0 references
generalized variance
0 references
multivariate normal distribution
0 references
unknown means
0 references
inadmissibility
0 references
best affine equivariant estimator
0 references
symmetric loss
0 references
covariance matrix
0 references
