On estimation of a matrix of normal means with unknown covariance matrix (Q753347)
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scientific article; zbMATH DE number 4180570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On estimation of a matrix of normal means with unknown covariance matrix |
scientific article; zbMATH DE number 4180570 |
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On estimation of a matrix of normal means with unknown covariance matrix (English)
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1991
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minimax estimation
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Stein estimator
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Baranchik-type estimator
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invariant loss function
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invariant minimax estimators
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unbiased estimation of the risk
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invariant estimator
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eigenstructure
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Wishart matrix
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