Asymptotic risk comparison of some estimators for bivariate normal covariance matrix

DOI10.21099/tkbjm/1496160037zbMath0567.62040OpenAlexW237680444MaRDI QIDQ1059954

J. Blot

Publication date: 1984

Published in: Tsukuba Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.21099/tkbjm/1496160037

zbMATH Keywords

Wishart distributionnumerical comparisonasymptotic risk expressionsbivariate normal covariance matrixorthogonal equivariant estimators

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

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