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A note on simultaneous estimation of eigenvalues of a multivariate normal covariance matrix

✍ Scribed by Chun Jin


Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
480 KB
Volume
16
Category
Article
ISSN
0167-7152

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πŸ“œ SIMILAR VOLUMES


Other Classes of Minimax Estimators of V
✍ Hisayuki Hara πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 132 KB

It is well known that the best equivariant estimator of the variance covariance matrix of the multivariate normal distribution with respect to the full affine group of transformation is not even minimax. Some minimax estimators have been proposed. Here we treat this problem in the framework of a mul