Estimation of normal covariance and precision matrices with incomplete data (Q3212140)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance and precision matrices with incomplete data |
scientific article |
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Estimation of normal covariance and precision matrices with incomplete data (English)
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1991
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Wishart distribution
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loss functions
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best lower triangular invariant minimax estimator
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0.9400947
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0.9312499
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0.9291719
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0.9215864
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0.9154814
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