scientific article; zbMATH DE number 4169881
From MaRDI portal
Publication:3497052
Recommendations
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- Estimating powers of the generalized variance under the pitman closeness criterion
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- Entropy loss and risk of improved estimators for the generalized variance and precision
- Improved estimation of the generalized precision under the entropy loss
Cited in
(12)- Entropy loss and risk of improved estimators for the generalized variance and precision
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- On improved interval estimation for the generalized variance
- Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function
- Law of log determinant of sample covariance matrix and optimal estimation of differential entropy for high-dimensional Gaussian distributions
- Strawderman-type estimators for a scale parameter with application to the exponential distribution
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
- Estimation of Generalized Variance Under Entropy Losses : Admissibility Results
- The use of power transformations for improved entropy estimation
- Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”
- On the estimation of a normal precision and a normal variance ratio
- Estimating the covariance matrix and the generalized variance under a symmetric loss
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3497052)
