Empirical Bayes estimation of the multivariate normal covariance matrix (Q1143096)
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scientific article; zbMATH DE number 3688505
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Empirical Bayes estimation of the multivariate normal covariance matrix |
scientific article; zbMATH DE number 3688505 |
Statements
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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