On estimation of a matrix of normal means with unknown covariance matrix (Q753347)

From MaRDI portal
Revision as of 12:22, 21 June 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
On estimation of a matrix of normal means with unknown covariance matrix
scientific article

    Statements

    On estimation of a matrix of normal means with unknown covariance matrix (English)
    0 references
    0 references
    1991
    0 references
    minimax estimation
    0 references
    Stein estimator
    0 references
    Baranchik-type estimator
    0 references
    invariant loss function
    0 references
    invariant minimax estimators
    0 references
    unbiased estimation of the risk
    0 references
    invariant estimator
    0 references
    eigenstructure
    0 references
    Wishart matrix
    0 references

    Identifiers