Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (Q1903158)
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scientific article; zbMATH DE number 820284
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function |
scientific article; zbMATH DE number 820284 |
Statements
Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function (English)
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20 May 1996
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powers of variance
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risk function
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uniform domination
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multivariate normal distribution
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Strawderman type minimax estimators
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best affine equivariant estimators
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quadratic loss
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entropy loss
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