Pages that link to "Item:Q4269957"

The following pages link to Reference prior bayes estimator for bivariate normal covariance matrix with risk comparison (Q4269957):

Displaying 8 items.

• An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758) (← links)
• Asymptotic risk comparison of some estimators for bivariate normal covariance matrix (Q1059954) (← links)
• Improved nonnegative estimation of multivariate components of variance (Q1583898) (← links)
• Robust improvement in estimation of a covariance matrix in an elliptically contoured distribution (Q1970481) (← links)
• Posterior propriety and admissibiity of hyperpriors in normal hierarchical models (Q2388351) (← links)
• Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627) (← links)
• Distribution of eigenvalues and eigenvectors of Wishart matrix when the population eigenvalues are infinitely dispersed and its application to minimax estimation of covariance matrix (Q2485991) (← links)
• Reference Prior Bayesian Analysis for Normal Mean Products (Q4844192) (← links)