Estimation of the multivariate normal covariance matrix under some restrictions (Q4469997)
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scientific article; zbMATH DE number 2076547
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| English | Estimation of the multivariate normal covariance matrix under some restrictions |
scientific article; zbMATH DE number 2076547 |
Statements
Estimation of the multivariate normal covariance matrix under some restrictions (English)
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22 June 2004
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Wishart distribution
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orthogonally invariant estimator
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unbiased estimator of risk
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order preserving
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Stein's loss function
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risk reduction
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0.9000415205955505
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0.8305059671401978
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0.8195602893829346
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