Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Estimating the covariance matrix and the generalized variance under a symmetric loss |
scientific article; zbMATH DE number 4172173
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the covariance matrix and the generalized variance under a symmetric loss |
scientific article; zbMATH DE number 4172173 |
Statements
Estimating the covariance matrix and the generalized variance under a symmetric loss (English)
0 references
1990
0 references
Wishart distribution
0 references
Stein's truncated estimator
0 references
generalized variance
0 references
multivariate normal distribution
0 references
unknown means
0 references
inadmissibility
0 references
best affine equivariant estimator
0 references
symmetric loss
0 references
covariance matrix
0 references
0 references
0 references
