On estimation of a matrix of normal means with unknown covariance matrix (Q753347): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 10:25, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of a matrix of normal means with unknown covariance matrix |
scientific article |
Statements
On estimation of a matrix of normal means with unknown covariance matrix (English)
0 references
1991
0 references
minimax estimation
0 references
Stein estimator
0 references
Baranchik-type estimator
0 references
invariant loss function
0 references
invariant minimax estimators
0 references
unbiased estimation of the risk
0 references
invariant estimator
0 references
eigenstructure
0 references
Wishart matrix
0 references
