Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111)
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scientific article; zbMATH DE number 4172173
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| English | Estimating the covariance matrix and the generalized variance under a symmetric loss |
scientific article; zbMATH DE number 4172173 |
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Estimating the covariance matrix and the generalized variance under a symmetric loss (English)
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1990
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Wishart distribution
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Stein's truncated estimator
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generalized variance
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multivariate normal distribution
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unknown means
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inadmissibility
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best affine equivariant estimator
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symmetric loss
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covariance matrix
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0.8555405735969543
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0.8521683216094971
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