Estimation of normal covariance and precision matrices with incomplete data (Q3212140): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 10:10, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance and precision matrices with incomplete data |
scientific article |
Statements
Estimation of normal covariance and precision matrices with incomplete data (English)
0 references
1991
0 references
Wishart distribution
0 references
loss functions
0 references
best lower triangular invariant minimax estimator
0 references
