Admissible estimates in the important class of estimates of the covariance matrix
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Publication:1344119
zbMath0810.62015MaRDI QIDQ1344119
Publication date: 6 April 1995
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
quadratic formscovariance matrixBartlett decompositionconvex loss functioncomplete subclassinvariant estimatesnonnegative quadratic estimatessufficient and complete statisticstransformation group of upper-triangular matrices
Estimation in multivariate analysis (62H12) Foundations and philosophical topics in statistics (62A01) Admissibility in statistical decision theory (62C15)
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