Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957): Difference between revisions
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Revision as of 15:03, 5 March 2024
scientific article; zbMATH DE number 1360999
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English | Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison |
scientific article; zbMATH DE number 1360999 |
Statements
Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (English)
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10 November 1999
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orthogonally equivariant estimators
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likelihood loss
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entropy loss
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minimax estimator
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James-Stein estimator
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Haff estimator
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shrinkage estimator Stein identity
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hypergeometric function
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latent root
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Wishart distribution
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