Estimation of a multivariate normal covariance matrix under a certain structure (Q4663082)
From MaRDI portal
scientific article; zbMATH DE number 2150506
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a multivariate normal covariance matrix under a certain structure |
scientific article; zbMATH DE number 2150506 |
Statements
Estimation of a multivariate normal covariance matrix under a certain structure (English)
0 references
30 March 2005
0 references
Wishart distribution
0 references
orthogonally invariant estimator
0 references
unbiased estimator of risk
0 references
admissibility
0 references
order-preserving
0 references
Stein's loss function
0 references
