Improved estimation of a covariance matrix under quadratic loss (Q1117642)

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Improved estimation of a covariance matrix under quadratic loss
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    Improved estimation of a covariance matrix under quadratic loss (English)
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    1989
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    For the quadratic loss function, it is shown that the best affine equivariant estimator of the normal covariance matrix is improved on by Stein-type estimators.
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    inadmissiblity
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    quadratic loss function
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    best affine equivariant estimator
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    normal covariance matrix
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    Stein-type estimators
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