Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
type: Item
instance of: scholarly article
title: Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss
zbMATH Open document ID: 1105.62058
author: Yoshihiko Konno
published in: Journal of Multivariate Analysis
publication date: 2007-02-13T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C20
Mathematics Subject Classification ID: 17C20
Mathematics Subject Classification ID: 17C55
zbMATH DE Number: 5125079
zbMATH Keywords: minimax
zbMATH Keywords: Stein estimator
zbMATH Keywords: generalized Wishart distribution
zbMATH Keywords: Bartlett decomposition
zbMATH Keywords: unbiased risk estimate
zbMATH Keywords: Jordan algebras
zbMATH Keywords: complex normal distributions
MaRDI profile type: Publication
full work available at URL: j.jmva.2006.06.006
OpenAlex ID: W2140652026
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DOI: 10.1016/J.JMVA.2006.06.006
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description: scientific article; zbMATH DE number 5125079