Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353)
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scientific article; zbMATH DE number 5051671
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| English | Estimation of the multivariate normal precision and covariance matrices in a star-shape model |
scientific article; zbMATH DE number 5051671 |
Statements
Estimation of the multivariate normal precision and covariance matrices in a star-shape model (English)
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6 September 2006
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star-shape model
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maximum likelihood estimator
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precision matrix
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covariance matrix
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Jeffreys prior
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reference prior
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invariant Haar measure
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Bayesian estimator
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entropy loss
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symmetric loss
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inadmissibility
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0.924304187297821
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0.8681181073188782
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0.8213626742362976
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0.7849682569503784
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0.7819655537605286
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