Improved estimation of parameter matrices in one-sample and two-sample problems

DOI10.1023/A:1014661221279MaRDI QIDQ1603015zbMATH OpenOpenAlexFDO

Authors Pui Lam Leung, Foon Yip Ng

Publication date 24 June 2002

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1014661221279

zbMATH Keywords

covariance matrixeigenvaluesharmonic meanorthogonally invariant estimatorshrinkage estimator

Mathematics Subject Classification ID

Statistical decision theory (62C99) Estimation in multivariate analysis (62H12)

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