On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283)
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scientific article; zbMATH DE number 2052638
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| English | On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta |
scientific article; zbMATH DE number 2052638 |
Statements
On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (English)
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8 March 2004
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precision matrix
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orthogonally invariant estimator
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Stein loss
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minimax
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0.8855668306350708
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0.8855668306350708
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0.87139493227005
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0.8402803540229797
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