Pages that link to "Item:Q4269945"

The following pages link to On the best equivariant estimator of covariance matrix of a multivariate normal population (Q4269945):

Displaying 11 items.

• Simultaneous equivariant estimation of the parameters of matrix scale and matrix location-scale models (Q855244) (← links)
• Equivariant estimation of a mean vector \(\mu\) of N(\(\mu\) ,\(\Sigma\) ) with \(\mu '\Sigma ^{-1}\mu =1\) or \(\Sigma ^{-}\mu =c\) or \(\Sigma =\sigma\) 2\(\mu\) '\(\mu\) I (Q1105947) (← links)
• Best equivariant estimation in curved covariance models (Q1190555) (← links)
• On the estimation of the mean of a \(N_ p(\mu ,\Sigma)\) population with \(\mu'\Sigma^{-1}\mu\) known (Q1336944) (← links)
• On the best equivariant estimator of mean of a multivariate normal population (Q1823586) (← links)
• On weakly equivariant estimators (Q2065297) (← links)
• The best equivariant estimate of parameters in a normal population (Q2720670) (← links)
• Equivariant estimators of the covariance matrix (Q3481089) (← links)
• Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252) (← links)
• Equivariant estimation of a normal mean vector using a normal concomitant vector for covariance adjustment (Q4275153) (← links)
• Other classes of minimax estimators of variance covariance matrix in multivariate normal distribution (Q5943751) (← links)