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