Improved Estimation of Generalized Variance and Precision
DOI10.1080/02331889508802471zbMATH Open0812.62059OpenAlexW2077292691MaRDI QIDQ4763479FDOQ4763479
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Publication date: 10 April 1995
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331889508802471
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Wishart distributionloss functionzonal polynomialbest affine equivariant estimatorminimum riskincomplete beta function of matrix argumentmultivariate normal random matrix
Estimation in multivariate analysis (62H12) Incomplete beta and gamma functions (error functions, probability integral, Fresnel integrals) (33B20)
Cites Work
- Some Non-Central Distribution Problems in Multivariate Analysis
- Improved minimax estimation of a normal precision matrix
- Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
- Decision-theoretic estimation of generalized variance and generalized precision
- Estimating the covariance matrix and the generalized variance under a symmetric loss
- Entropy loss and risk of improved estimators for the generalized variance and precision
- On improved estimators of the generalized variance
- An improved estimator of the generalized variance
Cited In (15)
- Direct shrinkage estimation of large dimensional precision matrix
- Improving on the best affine equivariant estimator of the ratio of generalized variances
- Estimation of the precision matrix of a multivariate elliptically contoured stable distribution
- Estimation of the precision matrix of multivariate Kotz type model
- Improved estimation of the generalized precision under the entropy loss
- Title not available (Why is that?)
- IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES
- Improved minimax estimation of the bivariate normal precision matrix under the squared loss
- Stein-type improvements of confidence intervals for the generalized variance
- Title not available (Why is that?)
- Improving a constant in high-dimensional discrepancy estimates
- Asymptotic risk comparison of improved estimators for normal covariance matrix
- UMVU estimation of the ratio of powers of normal generalized variances under correlation
- Decision-theoretic estimation of generalized variance and generalized precision
- Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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