ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (Q4787568)
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scientific article; zbMATH DE number 1850005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX |
scientific article; zbMATH DE number 1850005 |
Statements
ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX (English)
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7 January 2003
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Wishart distribution
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Covariance matrix
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minimax
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Stein's loss
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quadratic loss
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