scientific article; zbMATH DE number 4180571

MaRDI QIDQ3203867zbMATH OpenFDO

Authors

Publication date 1990

zbMATH Keywords

Wishart distributiondifferential inequalitymatrix meansminimax estimatorsempirical Bayes estimatorseigenvalues of the sample covariance matriximproved estimators of the multinormal precision matrix

Mathematics Subject Classification ID

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

Recommendations

• Improved estimation of a multinormal precision matrix
• Estimation of a covariance matrix under Stein's loss
• Improved minimax estimation of a normal precision matrix
• Improved minimax estimation of the bivariate normal precision matrix under the squared loss
• Improved Minimax Estimators of Normal Convariance and Precision Matrices

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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