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Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup - MaRDI portal

Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup (Q2813373)

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scientific article; zbMATH DE number 6597589
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Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup
scientific article; zbMATH DE number 6597589

    Statements

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    24 June 2016
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    commutator subgroup
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    inadmissibility
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    invariant estimator
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    minimaxity
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    statistical decision theory
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    Wishart distribution
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    Improvement on the best invariant estimators of the normal covariance and precision matrices via a lower triangular subgroup (English)
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    Identifiers

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