Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (Q5964283)
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scientific article; zbMATH DE number 6546986
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition |
scientific article; zbMATH DE number 6546986 |
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Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition (English)
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29 February 2016
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autoregressive model
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Cholesky decomposition
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inadmissibility
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incomplete data
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minimaxity
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\(L D L^\top\) decomposition
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moving average model
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partial Iwasawa decomposition
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shrinkage estimator
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statistical decision theory
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