Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096)
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scientific article; zbMATH DE number 6244661
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| English | Minimax covariance estimation using commutator subgroup of lower triangular matrices |
scientific article; zbMATH DE number 6244661 |
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Minimax covariance estimation using commutator subgroup of lower triangular matrices (English)
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13 January 2014
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commutator subgroup
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covariance matrix
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least favorable prior
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statistical decision theory
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Stein's loss
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Wishart distribution
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0.8769935369491577
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0.8479079604148865
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0.8306854963302612
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0.8245695233345032
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0.8235378265380859
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