Improved variance estimation under sub-space restriction (Q1026362)
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scientific article; zbMATH DE number 5569619
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved variance estimation under sub-space restriction |
scientific article; zbMATH DE number 5569619 |
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Improved variance estimation under sub-space restriction (English)
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24 June 2009
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multivariate Student-\(t\) distribution
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inverse Wishart distribution
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restricted estimator
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preliminary test estimator
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Stein-type estimator
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