Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix (Q5185841)
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scientific article; zbMATH DE number 3892387
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix |
scientific article; zbMATH DE number 3892387 |
Statements
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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