Best equivariant estimators of a Cholesky decomposition

DOI10.1214/aos/1176350615zbMath0629.62057OpenAlexW1992717242MaRDI QIDQ1094042

Morris L. Eaton, Ingram Olkin

Publication date: 1987

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176350615

zbMATH Keywords

Wishart distributionCholesky decompositionloss functionsrectangular coordinatesbest equivariant estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Factorization of matrices (15A23) Foundations and philosophical topics in statistics (62A01) Random matrices (algebraic aspects) (15B52)

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