scientific article; zbMATH DE number 3874403

MaRDI QIDQ3339931zbMATH OpenFDO

Authors Jing-Long Wang

Publication date 1984

zbMATH Keywords

best affine invariant estimatorestimators of covariance matriximproved estimatorscale invariant estimator

Mathematics Subject Classification ID

Admissibility in statistical decision theory (62C15) Estimation in multivariate analysis (62H12)

Recommendations

• Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
• Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup
• On the best equivariant estimator of covariance matrix of a multivariate normal population
• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Estimation of a covariance matrix under Stein's loss

Cited in

(3)

• Improving on the best affine equivariant estimator of the ratio of generalized variances
• Improved minimax estimation of the bivariate normal precision matrix under the squared loss
• Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup

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