Estimation of a normal covariance matrix with incomplete data under Stein's loss (Q1347085)
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scientific article; zbMATH DE number 739448
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a normal covariance matrix with incomplete data under Stein's loss |
scientific article; zbMATH DE number 739448 |
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Estimation of a normal covariance matrix with incomplete data under Stein's loss (English)
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3 July 1995
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incomplete data
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Stein's loss function
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minimax estimators
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maximum likelihood estimator
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unbiased estimate
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invariant estimator
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covariance matrix
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GMANOVA model
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