ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (Q4787568): Difference between revisions

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scientific article; zbMATH DE number 1850005
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ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX
scientific article; zbMATH DE number 1850005

    Statements

    ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (English)
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    7 January 2003
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    Wishart distribution
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    Covariance matrix
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    minimax
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    Stein's loss
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    quadratic loss
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