Empirical Bayesian estimation of normal variances and covariances

DOI10.1016/S0047-259X(02)00076-3zbMath1030.62004MaRDI QIDQ1414602

Colin J. Champion

Publication date: 4 December 2003

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

Dispersion; Correlation; Inverse Wishart; Precision

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62F10: Point estimation

62C10: Bayesian problems; characterization of Bayes procedures

62C12: Empirical decision procedures; empirical Bayes procedures

Related Items

Toward Best Approximation of Nonlinear Systems: A Case of Models with Memory, Best approximation of the identity mapping: The case of variable finite memory, Optimal multilinear estimation of a random vector under constraints of causality and limited memory

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