Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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Publication:2392077
DOI10.1007/s13171-012-0021-9zbMath1284.62325MaRDI QIDQ2392077
Stavros Kourouklis, Panayiotis Bobotas
Publication date: 7 August 2013
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-012-0021-9
decision theory; covariance matrix; Wishart distribution; generalized variance; improved estimation of a normal variance
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