Multivariate empirical Bayes and estimation of covariance matrices

DOI10.1214/aos/1176343345zbMath0322.62041OpenAlexW2017398724MaRDI QIDQ1223895

Publication date: 1976

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176343345

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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