Improved minimax estimation of a normal precision matrix (Q3834893): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.2307/3314766 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2133591598 / rank | |||
Normal rank | |||
Revision as of 00:11, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved minimax estimation of a normal precision matrix |
scientific article |
Statements
Improved minimax estimation of a normal precision matrix (English)
0 references
1989
0 references
best invariant estimators
0 references
fully invariant loss function
0 references
Wishart distribution
0 references
James-Stein-type estimators
0 references
diagonal invariant minimax estimator
0 references
Monte-Carlo simulation
0 references
risk improvement
0 references
orthogonal invariant estimators
0 references
