Estimation of the multivariate normal covariance matrix under some restrictions
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Publication:4469997
DOI10.1524/stnd.21.4.327.25349zbMath1041.62043MaRDI QIDQ4469997
Publication date: 22 June 2004
Published in: Statistics & Decisions (Search for Journal in Brave)
Full work available at URL: http://www.extenza-eps.com/extenza/loadHTML?objectIDValue=25349&type=abstract
Wishart distribution; risk reduction; unbiased estimator of risk; order preserving; orthogonally invariant estimator; Stein's loss function
62H12: Estimation in multivariate analysis
62F10: Point estimation
62F30: Parametric inference under constraints
62C12: Empirical decision procedures; empirical Bayes procedures
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