Risk behavior of variance estimators in multivariate normal distribution (Q1186044)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk behavior of variance estimators in multivariate normal distribution |
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Risk behavior of variance estimators in multivariate normal distribution (English)
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28 June 1992
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confluent hypergeometric function
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unknown variance
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multivariate normal vector
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quadratic loss
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entropy loss
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behavior of risk functions
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asymptotically inadmissible Stein estimator
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admissible Brewster-Zidek estimator
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