scientific article

zbMath0562.62005MaRDI QIDQ3675308

L. R. Haff, James O. Berger

Publication date: 1983

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

normal distributionrandom matrixWishart distributionminimax estimatorsquadratic lossunknown meanstochastic ordering of Wishart characteristic rootsunknown positive definite covariance matrix

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Minimax procedures in statistical decision theory (62C20) Statistical decision theory (62C99)

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ESTIMATING PARAMETERS IN A REGRESSION MODEL WITH DEPENDENT NOISES ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Estimation of the eigenvalues of \(\Sigma{}_ 1\Sigma{}_ 2^{-1}\) ⋮ Minimax estimators in the MANOVA model for arbitrary quadratic loss and unknown covariance matrix ⋮ Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) ⋮ Robust shrinkage estimation for elliptically symmetric distributions with unknown covariance matrix ⋮ Improved estimators for the GMANOVA problem with application to Monte Carlo simulation

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