Improved Minimax Estimators of Normal Convariance and Precision Matrices (Q4763473)
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scientific article; zbMATH DE number 743382
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| default for all languages | No label defined |
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| English | Improved Minimax Estimators of Normal Convariance and Precision Matrices |
scientific article; zbMATH DE number 743382 |
Statements
Improved Minimax Estimators of Normal Convariance and Precision Matrices (English)
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10 April 1995
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risk function
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invariant estimators
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minimax estimators
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Monte Carlo studies
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best lower triangular equivariant estimators
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normal covariance matrix
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0.8962950706481934
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0.8885039687156677
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0.8637122511863708
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0.8552387356758118
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0.847644567489624
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