On a conjecture of Krishnamoorthy and Gupta

DOI10.1006/JMVA.1997.1683zbMATH Open0874.62058OpenAlexW2060446147WikidataQ123186655 ScholiaQ123186655MaRDI QIDQ1365553FDOQ1365553

Authors: François Perron 

Publication date: 9 November 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1683

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zbMATH Keywords

Wishart distributionprecision matrixcovariance matrixorthogonal groupcounterexamplesequivariant estimatorsunbiased estimate of riskfully invariant convex lossHaar probability measure

Mathematics Subject Classification ID

Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Estimation in multivariate analysis (62H12) Statistical decision theory (62C99)

Cites Work

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• An orthogonally invariant minimax estimator of the covariance matrix of a multivariate normal population
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• Estimating covariance matrices
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• Asymptotic risk comparison of improved estimators for normal covariance matrix
• Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix

Cited In (4)

• On a conjecture of H. Gupta
• On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta
• Title not available (Why is that?)
• On a conjecture of Guo and Krattenthaler

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