Estimation of a Multivariate Normal Covariance Matrix with Staircase Pattern Data
β Scribed by Xiaoqian Sun; Dongchu Sun
- Publisher
- Springer Japan
- Year
- 2006
- Tongue
- English
- Weight
- 263 KB
- Volume
- 59
- Category
- Article
- ISSN
- 0020-3157
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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