On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta

DOI10.1080/02331880310001598846zbMATH Open1037.62053OpenAlexW2062333333MaRDI QIDQ4454283FDOQ4454283

Authors: Yo Sheena 

Publication date: 8 March 2004

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880310001598846

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• scientific article; zbMATH DE number 2141400

zbMATH Keywords

minimaxprecision matrixStein lossorthogonally invariant estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20)

Cites Work

• Estimation of a covariance matrix under Stein's loss
• Improved minimax estimation of a normal precision matrix
• UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX
• On a conjecture of Krishnamoorthy and Gupta

Cited In (3)

• Title not available (Why is that?)
• ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX
• Improved minimax estimation of a normal precision matrix

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