Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820)

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Improved minimax estimation of the bivariate normal precision matrix under the squared loss
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    Improved minimax estimation of the bivariate normal precision matrix under the squared loss (English)
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    12 March 2008
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    precision matrix
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    best lower triangular equivariant minimax estimator
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    inadmissibility
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    bivariate normal distribution
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    the squared loss
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