On a conjecture of Krishnamoorthy and Gupta

DOI10.1006/jmva.1997.1683zbMath0874.62058OpenAlexW2060446147WikidataQ123186655 ScholiaQ123186655MaRDI QIDQ1365553

François Perron

Publication date: 9 November 1997

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1997.1683

zbMATH Keywords

orthogonal groupcovariance matrixWishart distributioncounterexamplesprecision matrixequivariant estimatorsunbiased estimate of riskfully invariant convex lossHaar probability measure

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Foundations and philosophical topics in statistics (62A01) Statistical decision theory (62C99)

Related Items (1)

On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta

Cites Work

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• Minimax estimators of a covariance matrix
• Multivariate empirical Bayes and estimation of covariance matrices
• Improved minimax estimation of a normal precision matrix
• Orthogonal Equivariant Minimax Estimatorsof Bivariate Normal Covariance Matrix and Precision Matrix

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