On estimation of the scale matrix of the multivariate f distribution
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Publication:3473080
DOI10.1080/03610928908829972zbMath0696.62101MaRDI QIDQ3473080
Publication date: 1989
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610928908829972
covariance matrix; squared error loss; entropy loss; multivariate F distribution; orthogonally invariant estimators
62F10: Point estimation
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