Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (Q2489777)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data |
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Estimation of multivariate normal covariance and precision matrices in a star-shape model with missing data (English)
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28 April 2006
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Star-shape model
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Missing data
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Maximum likelihood estimator
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Covariance matrix
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Precision matrix
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Invariant Haar measure
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Stein loss
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Entropy loss
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Symmetric loss
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Inadmissibility
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