Estimation of the multivariate normal precision and covariance matrices in a star-shape model (Q2501353)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the multivariate normal precision and covariance matrices in a star-shape model |
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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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