Trimmed minimax estimator of a covariance matrix (Q1074983): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 02:06, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Trimmed minimax estimator of a covariance matrix |
scientific article |
Statements
Trimmed minimax estimator of a covariance matrix (English)
0 references
1986
0 references
Wishart distribution
0 references
Stein's loss
0 references
Stein's truncation
0 references
adaptive
0 references
estimator
0 references
estimating the covariance matrix
0 references
multivariate normal population
0 references
orthogonally invariant trimmed estimator
0 references
differential inequality
0 references
eigenvalues of the sample covariance matrix
0 references
Monte Carlo simulation
0 references
minimax estimator
0 references
