Nonparametric empirical Bayes estimation of the matrix parameter of the Wishart distribution (Q1293666): Difference between revisions

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+Estimation of a covariance matrix under Stein's loss
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+Minimax estimators for a multinormal precision matrix
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+Estimation of the inverse covariance matrix: Random mixtures of the inverse Wishart matrix and the identity
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+Empirical Bayes estimation of the multivariate normal covariance matrix
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+An adaptive empirical Bayes estimator of the multivariate normal mean under quadratic loss
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+A General Approach to Nonparametric Empirical Bayes Estimation
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+Minimax estimators of a covariance matrix
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+Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix
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