Estimation of a multivariate normal covariance matrix with staircase pattern data
type: Item
instance of: scholarly article
title: Estimation of a multivariate normal covariance matrix with staircase pattern data
zbMATH Open document ID: 1332.62177
author: Xiaoqian Sun
author: Dongchu Sun
published in: Annals of the Institute of Statistical Mathematics
publication date: 2007-09-10T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 15B48
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62C15
zbMATH DE Number: 5189158
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: best equivariant estimator
zbMATH Keywords: covariance matrix
zbMATH Keywords: staircase pattern data
zbMATH Keywords: invariant Haar measure
zbMATH Keywords: Cholesky decomposition
zbMATH Keywords: Bartlett decomposition
zbMATH Keywords: inadmissibility
zbMATH Keywords: Jeffreys prior
zbMATH Keywords: reference prior
MaRDI profile type: Publication
full work available at URL: s10463-006-0044-x
OpenAlex ID: W2079690995
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DOI: 10.1007/S10463-006-0044-X
description: scientific article; zbMATH DE number 5189158