Estimation of a normal covariance matrix with incomplete data under Stein's loss
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Publication:1347085
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(11)- Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss
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- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
- Estimation of normal covariance and precision matrices with incomplete data
- The Bayes rule of the parameter in \((0,1)\) under Zhang's loss function with an application to the beta-binomial model
- Inadmissibility of the maximum likelihood estimator of normal covariance matrices with the lattice conditional independence
- Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition
- A new estimator of covariance matrix
- The Stein phenomenon for monotone incomplete multivariate normal data
- Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
- Further results on estimation of covariance matrix
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