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Improving on the best affine equivariant estimator of the ratio of generalized variances - MaRDI portal

Improving on the best affine equivariant estimator of the ratio of generalized variances (Q1283919)

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scientific article; zbMATH DE number 1271309
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English
Improving on the best affine equivariant estimator of the ratio of generalized variances
scientific article; zbMATH DE number 1271309

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    Improving on the best affine equivariant estimator of the ratio of generalized variances (English)
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    1999
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    equivariant estimation
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    Stein technique
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    Brewster and Zidek technique
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    matrix normal distribution
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    Wishart distribution
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    generalized variance
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    monotone likelihood ratio
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