Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751)
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scientific article; zbMATH DE number 1647695
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| English | Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution |
scientific article; zbMATH DE number 1647695 |
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Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (English)
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17 September 2001
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conditional risk difference
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entropy loss
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inadmissibility
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Wishart matrix
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minimax estimators
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analysis of variance
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0.8448938131332397
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0.8413758277893066
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0.8389124274253845
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0.8350099921226501
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