Improved Minimax Estimators of Normal Covariance and Precision Matrices from Incomplete Samples

DOI10.1177/0008068319850103zbMath0691.62014OpenAlexW2507863649MaRDI QIDQ3033112

No author found.

Publication date: 1985

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319850103

zbMATH Keywords

minimax estimatorsincomplete samples

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Related Items (3)

The Stein phenomenon for monotone incomplete multivariate normal data ⋮ Estimation of normal covariance and precision matrices with incomplete data ⋮ Inferences on a normal covariance matrix and generalized variance with monotone missing data

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