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scientific article; zbMATH DE number 224171
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scientific article; zbMATH DE number 224171

    Statements

    publication date
    29 June 1993
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    zbMATH Keywords
    estimation of the covariance matrix
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    multivariate normal distribution
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    unknown mean vector
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    entropy loss
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    empirical Bayes estimator
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    conjugate priors
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    generalized variance
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    Stein type truncated estimator
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    Identifiers

    Mathematics Subject Classification ID
    62C12
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    62H12
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    62F15
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    zbMATH DE Number
    224171
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