Improved minimax estimation of a normal precision matrix (Q3834893)
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scientific article; zbMATH DE number 4111832
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| English | Improved minimax estimation of a normal precision matrix |
scientific article; zbMATH DE number 4111832 |
Statements
Improved minimax estimation of a normal precision matrix (English)
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1989
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best invariant estimators
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fully invariant loss function
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Wishart distribution
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James-Stein-type estimators
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diagonal invariant minimax estimator
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Monte-Carlo simulation
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risk improvement
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orthogonal invariant estimators
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0.96159565
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0.9452327
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0.9370956
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0.92206115
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0.9214089
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0.91520756
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