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Empirical Bayes estimation of the multivariate normal covariance matrix - MaRDI portal

Empirical Bayes estimation of the multivariate normal covariance matrix (Q1143096)

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scientific article; zbMATH DE number 3688505
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Empirical Bayes estimation of the multivariate normal covariance matrix
scientific article; zbMATH DE number 3688505

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    Empirical Bayes estimation of the multivariate normal covariance matrix (English)
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    1980
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    empirical Bayes estimation
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    multivariate normal covariance matrix
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    Wishart distribution
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    unbiased estimation of risk function
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