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
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Empirical Bayesian estimation of normal variances and covariances
โ Scribed by Colin J. Champion
- Publisher
- Elsevier Science
- Year
- 2003
- Tongue
- English
- Weight
- 234 KB
- Volume
- 87
- Category
- Article
- ISSN
- 0047-259X
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