Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix (Q5185841): Difference between revisions

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Revision as of 20:10, 5 March 2024

scientific article; zbMATH DE number 3892387
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Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
scientific article; zbMATH DE number 3892387

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    Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix (English)
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    1983
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    scale and orthogonal equivariant minimax estimators
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    bivariate normal covariance matrix
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    precision matrix
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    unbiased estimator
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    Wishart distribution
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    simulation results
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