Equivariant estimators of the covariance matrix (Q3481089)
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scientific article; zbMATH DE number 4151632
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| English | Equivariant estimators of the covariance matrix |
scientific article; zbMATH DE number 4151632 |
Statements
Equivariant estimators of the covariance matrix (English)
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1990
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group of transformations
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domination
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maximal invariant
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multivariate linear model
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Wishart matrix
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multinormal vector
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equivariant estimators
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Stein-type truncated estimators
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0.8629904389381409
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0.8460302948951721
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0.8460302948951721
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