On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (Q4454283)
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scientific article; zbMATH DE number 2052638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta |
scientific article; zbMATH DE number 2052638 |
Statements
On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta (English)
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8 March 2004
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precision matrix
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orthogonally invariant estimator
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Stein loss
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minimax
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