Empirical Bayes estimation of the multivariate normal covariance matrix
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Publication:1143096
DOI10.1214/aos/1176345010zbMath0441.62045OpenAlexW1971672021MaRDI QIDQ1143096
Publication date: 1980
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176345010
Wishart distributionempirical Bayes estimationmultivariate normal covariance matrixunbiased estimation of risk function
Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Empirical decision procedures; empirical Bayes procedures (62C12)
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