scientific article; zbMATH DE number 5685003

MaRDI QIDQ5305192zbMATH OpenFDO

Authors Narges Abbasi

Publication date 19 March 2010

zbMATH Keywords

affine equivariant estimatorloss functionpoint estimationrisk functionStein's estimator

Mathematics Subject Classification ID

Empirical decision procedures; empirical Bayes procedures (62C12) Estimation in multivariate analysis (62H12)

Recommendations

• On comparison of dispersion matrices of estimators under a constrained linear model
• A comparison of two estimators of dispersion effects
• scientific article; zbMATH DE number 4072158
• Highly robust estimation of dispersion matrices
• A very simple robust estimator of a dispersion matrix

Cited in

(4)

• A note on the trace of a normal dispersion matrix
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• Estimating the normal dispersion matrix and the precision matrix from a decision-theoretic point of view: a review
• On the comparison of estimators in a rectangular distribution

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5305192)