Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss |
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Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (English)
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13 February 2007
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minimax
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Stein estimator
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generalized Wishart distribution
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Bartlett decomposition
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unbiased risk estimate
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Jordan algebras
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complex normal distributions
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