Monotonic minimax estimators of a 2×2 covariance matrix (Q4036393): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 02:58, 6 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonic minimax estimators of a 2×2 covariance matrix |
scientific article |
Statements
Monotonic minimax estimators of a 2×2 covariance matrix (English)
0 references
16 May 1993
0 references
groups
0 references
covariance matrix
0 references
bivariate normal population
0 references
monotonicity property
0 references
comparisons with Stein estimators
0 references
nonsingular Wishart distribution
0 references
minimax estimators
0 references
entropy loss
0 references
orthogonally invariant estimators
0 references
