Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (Q4695798)
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scientific article; zbMATH DE number 219865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review |
scientific article; zbMATH DE number 219865 |
Statements
Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review (English)
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29 June 1993
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loss function
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risk function
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affine equivariant estimator
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Stein's testimator
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Wishart identity
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spectral decomposition
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empirical Bayes
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correlation matrix method
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Wishart matrix
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point estimation methods
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dispersion matrix
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precision matrix
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review
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