Estimating the covariance matrix: A new approach

DOI10.1016/S0047-259X(02)00053-2zbMath1020.62049MaRDI QIDQ1400141

Tatsuya Kubokawa, Muni S. Srivastava

Publication date: 13 August 2003

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

zbMATH Keywords

decision theorycovariance matrixgeneralized varianceminimax estimationBartlett decompositionimprovementStein result

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)

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Cites Work

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