Admissible estimates in the important class of estimates of the covariance matrix (Q1344119)
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scientific article; zbMATH DE number 720562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Admissible estimates in the important class of estimates of the covariance matrix |
scientific article; zbMATH DE number 720562 |
Statements
Admissible estimates in the important class of estimates of the covariance matrix (English)
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6 April 1995
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covariance matrix
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Bartlett decomposition
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quadratic forms
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sufficient and complete statistics
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complete subclass
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nonnegative quadratic estimates
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convex loss function
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invariant estimates
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transformation group of upper-triangular matrices
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