ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (Q4787568)
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scientific article; zbMATH DE number 1850005
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| English | ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX |
scientific article; zbMATH DE number 1850005 |
Statements
ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (English)
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7 January 2003
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Wishart distribution
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Covariance matrix
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minimax
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Stein's loss
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quadratic loss
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0.8417888879776001
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0.8402803540229797
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0.8360307216644287
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0.83234041929245
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0.8211554288864136
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