scientific article; zbMATH DE number 4180571
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Publication:3203867
zbMATH Open0716.62054MaRDI QIDQ3203867FDOQ3203867
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Publication date: 1990
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Wishart distributiondifferential inequalitymatrix meansminimax estimatorsempirical Bayes estimatorseigenvalues of the sample covariance matriximproved estimators of the multinormal precision matrix
Cited In (8)
- Estimation of a covariance matrix under Stein's loss
- Estimation of the inverse scatter matrix for a scale mixture of Wishart matrices under Efron-Morris type losses
- Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
- Improved estimation of a multinormal precision matrix
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Estimation of the inverse scatter matrix of an elliptically symmetric distribution
- On improved estimation of normal precision matrix and discriminant coefficients
- Improved minimax estimation of a normal precision matrix
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