Improved Minimax Estimators of Normal Covariance and Precision Matrices from Incomplete Samples

DOI10.1177/0008068319850103zbMath0691.62014OpenAlexW2507863649MaRDI QIDQ3033112

No author found.

Publication date: 1985

Published in: Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/0008068319850103

zbMATH Keywords

minimax estimatorsincomplete samples

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

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The Stein phenomenon for monotone incomplete multivariate normal data, Estimation of normal covariance and precision matrices with incomplete data, Inferences on a normal covariance matrix and generalized variance with monotone missing data