IMPROVED MINIMAX ESTIMATOR OF COVARIANCE WHEN ADDITIONAL INFORMATION IS AVAILABLE ON SOME COORDINATES
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Publication:4787574
DOI10.1081/SAC-100001854zbMath1008.62606MaRDI QIDQ4787574
Samuel Ofori-Nyarko, Arjun K. Gupta
Publication date: 8 January 2003
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
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Cites Work
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- Improved minimax estimation of a normal precision matrix
- Improved Minimax Estimators of Normal Convariance and Precision Matrices
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