scientific article

From MaRDI portal
Revision as of 13:33, 5 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3773089

zbMath0634.62050MaRDI QIDQ3773089

Malay Ghosh, Bimal Kumar Sinha

Publication date: 1987


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items

Double shrinkage estimation of ratio of scale parametersEstimation of covariance matrices in fixed and mixed effects linear modelsImproved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss functionImproved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying resultsEstimation of a covariance matrix in multivariate skew-normal distributionImproved estimation of a covariance matrix under quadratic lossEntropy loss and risk of improved estimators for the generalized variance and precisionEquivariant estimators of the covariance matrixOptimal shrinkage of eigenvalues in the spiked covariance modelMinimax covariance estimation using commutator subgroup of lower triangular matricesEstimating the covariance matrix: A new approachUnified improvements in estimation of a normal covariance matrix in high and low dimensionsEmpirical Bayesian estimation of normal variances and covariancesBayesian analysis of the covariance matrix of a multivariate normal distribution with a new class of priorsUMVU estimation of the ratio of powers of normal generalized variances under correlationEstimation of the Cholesky decomposition in a conditional independent normal model with missing dataShrinkage estimation of large covariance matrices: keep it simple, statistician?A note on the trace of a normal dispersion matrixImproved minimax estimation of the bivariate normal precision matrix under the squared lossEstimating powers of the generalized variance under the pitman closeness criterionEstimation of the entropy of a multivariate normal distributionEstimation of a scale parameter in mixture models with unknown locationEstimation of multivariate normal covariance and precision matrices in a star-shape model with missing dataOther classes of minimax estimators of variance covariance matrix in multivariate normal distributionEstimation of the multivariate normal precision and covariance matrices in a star-shape modelEstimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a reviewOn improving the shortest length confidence interval for the generalized variance.Estimating the covariance matrix and the generalized variance under a symmetric lossImproved estimation of the generalized precision under the entropy lossImproving on the best affine equivariant estimator of the ratio of generalized variancesOn improved interval estimation for the generalized varianceOn estimating the current intensity of failure for the power-law processEstimation of the Cholesky decomposition of the covariance matrix for a conditional independent normal model