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

DOI10.1080/02331880310001598846MaRDI QIDQ4454283zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

minimaxprecision matrixStein lossorthogonally invariant estimator

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(3)

• ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX
• scientific article; zbMATH DE number 2141400 (Why is no real title available?)
• Improved minimax estimation of a normal precision matrix

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