Contracting towards subspaces when estimating the mean of a multivariate normal distribution (Q1168670)
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scientific article; zbMATH DE number 3776689
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Contracting towards subspaces when estimating the mean of a multivariate normal distribution |
scientific article; zbMATH DE number 3776689 |
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Contracting towards subspaces when estimating the mean of a multivariate normal distribution (English)
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1982
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contracting towards subspaces
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estimating mean of multivariate normal distribution
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patterned covariance matrices
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Stein estimate
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eigenvalues of covariance matrices
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quadratic loss
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preliminary testing
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ridge regression
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necessary and sufficient conditions for minimaxity
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