Improved estimation of a patterned covariance matrix

DOI10.1016/0047-259X(89)90053-5zbMath0679.62043MaRDI QIDQ1822867

Alan E. Gelfand, Dey, Dipak K.

Publication date: 1989

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

zbMATH Keywords

loss functionsmultinormal distributionduality relationshipcomplete orthogonal setequicorrelated structureestimation of the patterned covariance matrixsimultaneous estimation of scale parametersunknown eigenvalues

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Statistical decision theory (62C99)

Related Items

Estimation of a multivariate normal covariance matrix under a certain structure

Cites Work

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