Unified improvements in estimation of a normal covariance matrix in high and low dimensions
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Publication:900805
DOI10.1016/j.jmva.2015.09.016zbMath1328.62348OpenAlexW2169415081MaRDI QIDQ900805
Hisayuki Tsukuma, Tatsuya Kubokawa
Publication date: 23 December 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2015.09.016
Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Minimax procedures in statistical decision theory (62C20) Admissibility in statistical decision theory (62C15)
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