Minimax estimators of a covariance matrix (Q1201125)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimators of a covariance matrix |
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Minimax estimators of a covariance matrix (English)
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17 January 1993
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combinatorics
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convexity
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domination
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equivariance
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isotonic regression
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minimax
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risk
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estimation of covariance matrices
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nonsingular Wishart distribution
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minimax estimators
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entropy loss
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simulation results
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