Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (Q864270)
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: Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss |
scientific article; zbMATH DE number 5125079
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss |
scientific article; zbMATH DE number 5125079 |
Statements
Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss (English)
0 references
13 February 2007
0 references
minimax
0 references
Stein estimator
0 references
generalized Wishart distribution
0 references
Bartlett decomposition
0 references
unbiased risk estimate
0 references
Jordan algebras
0 references
complex normal distributions
0 references
0 references
0 references
0 references
0 references
0 references
0.93064976
0 references
0.92319715
0 references
0.91479915
0 references
0.91263723
0 references
0.91152596
0 references
0.9066262
0 references
0.8973038
0 references
0.8969832
0 references
