Estimation of a multivariate normal covariance matrix with staircase pattern data (Q995792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a multivariate normal covariance matrix with staircase pattern data |
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Estimation of a multivariate normal covariance matrix with staircase pattern data (English)
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10 September 2007
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maximum likelihood estimator
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best equivariant estimator
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covariance matrix
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staircase pattern data
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invariant Haar measure
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Cholesky decomposition
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Bartlett decomposition
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inadmissibility
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Jeffreys prior
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reference prior
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