Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup (Q2813373)

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scientific article; zbMATH DE number 6597589
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    Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup
    scientific article; zbMATH DE number 6597589

      Statements

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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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      Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup (English)
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