On estimation of the scale matrix of the multivariate f distribution (Q3473080)
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scientific article; zbMATH DE number 4141092
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| English | On estimation of the scale matrix of the multivariate f distribution |
scientific article; zbMATH DE number 4141092 |
Statements
On estimation of the scale matrix of the multivariate f distribution (English)
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1989
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entropy loss
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covariance matrix
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multivariate F distribution
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squared error loss
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orthogonally invariant estimators
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0.9396385
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0.9332582
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