Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results

DOI10.1007/s13171-012-0021-9zbMath1284.62325MaRDI QIDQ2392077

Stavros Kourouklis, Panayiotis Bobotas

Publication date: 7 August 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-012-0021-9

zbMATH Keywords

decision theory; covariance matrix; Wishart distribution; generalized variance; improved estimation of a normal variance

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62C99: Statistical decision theory

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