𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Estimation of normal covariance matrices parametrized by irreducible symmetric cones under Stein's loss

✍ Scribed by Yoshihiko Konno

Book ID
108185503
Publisher
Elsevier Science
Year
2007
Tongue
English
Weight
303 KB
Volume
98
Category
Article
ISSN
0047-259X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Estimation of a Normal Covariance Matrix
Estimation of a Normal Covariance Matrix with Incomplete Data under Steinβ€²s Loss
✍ Y. Konno πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 549 KB

Suppose that we have \((n-a)\) independent observations from \(N_{f}(0,2)\) and that, in addition, we have \(a\) independent observations available on the last \((p-c)\) coordinates. Assuming that both observations are independent, we consider the problem of estimating \(\sum\) under the Stein's los