UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (Q4857113)
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scientific article; zbMATH DE number 820230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX |
scientific article; zbMATH DE number 820230 |
Statements
UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX (English)
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1 January 1996
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covariance matrix
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multivariate normal distribution
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unbiased estimator
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orthogonally invariant estimator
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Stein's loss function
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quadratic loss
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Stein's estimator
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