Improved estimation of a covariance matrix under quadratic loss (Q1117642): Difference between revisions
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Revision as of 19:38, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of a covariance matrix under quadratic loss |
scientific article |
Statements
Improved estimation of a covariance matrix under quadratic loss (English)
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1989
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For the quadratic loss function, it is shown that the best affine equivariant estimator of the normal covariance matrix is improved on by Stein-type estimators.
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inadmissiblity
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quadratic loss function
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best affine equivariant estimator
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normal covariance matrix
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Stein-type estimators
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