Improved estimation of a covariance matrix under quadratic loss (Q1117642)
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scientific article; zbMATH DE number 4092584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved estimation of a covariance matrix under quadratic loss |
scientific article; zbMATH DE number 4092584 |
Statements
Improved estimation of a covariance matrix under quadratic loss (English)
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1989
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For the quadratic loss function, it is shown that the best affine equivariant estimator of the normal covariance matrix is improved on by Stein-type estimators.
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inadmissiblity
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quadratic loss function
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best affine equivariant estimator
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normal covariance matrix
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Stein-type estimators
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0.9249779
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0.91757536
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0.9125869
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0.9065569
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0.90066457
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0.89777786
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0.8950026
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