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Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” - MaRDI portal

Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (Q5484652)

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scientific article; zbMATH DE number 5047900
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English
Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error”
scientific article; zbMATH DE number 5047900

    Statements

    Estimation of Generalized Variance Under an Asymetric Loss Function “Squared Log Error” (English)
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    21 August 2006
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    digamma function
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    inverse Wishart distribution
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    minimaxity
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    covariance matrix
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    Identifiers