Improved minimax estimation of a normal precision matrix (Q3834893): Difference between revisions
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Latest revision as of 10:20, 20 June 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)
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1989
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best invariant estimators
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fully invariant loss function
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Wishart distribution
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James-Stein-type estimators
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diagonal invariant minimax estimator
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Monte-Carlo simulation
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risk improvement
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orthogonal invariant estimators
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