Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison
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Publication:4269957
DOI10.1080/03610929708832042zbMath0954.62539OpenAlexW2035764921MaRDI QIDQ4269957
Nariaki Sugiura, Hiroki Ishibayashi
Publication date: 10 November 1999
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610929708832042
James-Stein estimatorhypergeometric functionWishart distributionentropy lossminimax estimatorlatent rootHaff estimatorlikelihood lossorthogonally equivariant estimatorsshrinkage estimator Stein identity
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Minimax procedures in statistical decision theory (62C20)
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