Estimation of the multivariate normal precision matrix under the entropy loss (Q1603014)
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scientific article; zbMATH DE number 1758627
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| default for all languages | No label defined |
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| English | Estimation of the multivariate normal precision matrix under the entropy loss |
scientific article; zbMATH DE number 1758627 |
Statements
Estimation of the multivariate normal precision matrix under the entropy loss (English)
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24 June 2002
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inadmissibility
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multivariate normal distribution
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risk function
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entropy loss
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precision matrix
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best lower-triangular affine equivariant minimax estimator
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0.9301791787147522
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0.902880847454071
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0.8487575650215149
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0.847644567489624
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0.8439404368400574
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