Improved minimax estimation of the bivariate normal precision matrix under the squared loss (Q2476820)
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scientific article; zbMATH DE number 5248586
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| English | Improved minimax estimation of the bivariate normal precision matrix under the squared loss |
scientific article; zbMATH DE number 5248586 |
Statements
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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0.902880847454071
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0.8980231285095215
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0.8962950706481934
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0.8756961226463318
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