scientific article; zbMATH DE number 3673373
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Publication:3870159
zbMATH Open0432.62032MaRDI QIDQ3870159FDOQ3870159
Authors: J. B. Selliah, Ingram Olkin 
Publication date: 1977
Title of this publication is not available (Why is that?)
multivariate normal distributionquadratic lossadmissibilityestimating covariancesestimating generalized variance
Cited In (23)
- Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss
- On a conjecture of Krishnamoorthy and Gupta
- Hypothesis testing on linear structures of high-dimensional covariance matrix
- Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss
- Linear discriminant analysis with a generalization of the Moore-Penrose pseudoinverse
- Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
- Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix
- A characterization of matrix groups that act transitively on the cone of positive definite matrices
- Charles Stein and invariance: beginning with the Hunt-Stein theorem
- Simultaneous estimation of eigenvalues
- A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix
- Assessing a vector of clinical observations
- On weakly equivariant estimators
- A note on the trace of a normal dispersion matrix
- Improved estimation of a patterned covariance matrix
- On weak structural sufficiency
- Improved minimax estimation of a normal precision matrix
- Hypothesis Testing for Block-structured Correlation for High Dimensional Variables
- Stepwise BAN estimators for exponential families with multivariate normal applications
- Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution
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