Minimax covariance estimation using commutator subgroup of lower triangular matrices (Q392096)
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scientific article; zbMATH DE number 6244661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax covariance estimation using commutator subgroup of lower triangular matrices |
scientific article; zbMATH DE number 6244661 |
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Minimax covariance estimation using commutator subgroup of lower triangular matrices (English)
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13 January 2014
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commutator subgroup
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covariance matrix
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least favorable prior
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statistical decision theory
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Stein's loss
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Wishart distribution
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