Estimation of a covariance matrix using the reference prior (Q1805545)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimation of a covariance matrix using the reference prior |
scientific article; zbMATH DE number 756490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a covariance matrix using the reference prior |
scientific article; zbMATH DE number 756490 |
Statements
Estimation of a covariance matrix using the reference prior (English)
0 references
30 August 1995
0 references
frequentist risk comparisons
0 references
Jeffreys prior
0 references
information matrix
0 references
entropy loss
0 references
quadratic loss
0 references
risk
0 references
covariance matrix
0 references
reference noninformative prior
0 references
Bayes estimators
0 references
high-dimensional posterior expectations
0 references
Markov chain simulation
0 references
hit-and-run sampler
0 references
