Improvement on the Best Invariant Estimators of the Normal Covariance and Precision Matrices via a Lower Triangular Subgroup (Q2813373)

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Improvement on the Best Invariant Estimators of the Normal Covariance and Precision Matrices via a Lower Triangular Subgroup
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    Improvement on the Best Invariant Estimators of the Normal Covariance and Precision Matrices via a Lower Triangular Subgroup (English)
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    24 June 2016
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    commutator subgroup
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    inadmissibility
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    invariant estimator
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    minimaxity
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    statistical decision theory
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    Wishart distribution
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