✦ LIBER ✦

Improved estimation of a covariance matrix under quadratic loss

✍ Scribed by Tatsuya Kubokawa

Publisher: Elsevier Science
Year: 1989
Tongue: English
Weight: 164 KB
Volume: 8
Category: Article
ISSN: 0167-7152
DOI: 10.1016/0167-7152(89)90086-2

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Improved estimation of a patterned covar

Improved estimation of a patterned covariance matrix

✍ Dipak K Dey; Alan E Gelfand 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 478 KB

Estimation of a Normal Covariance Matrix

Estimation of a Normal Covariance Matrix with Incomplete Data under Stein′s Loss

✍ Y. Konno 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 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

Minimax estimators in the manova model f

Minimax estimators in the manova model for arbitrary quadratic loss and unknown covariance matrix

✍ Toshio Honda 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 323 KB

Minimum Norm Invariant Quadratic Estimat

Minimum Norm Invariant Quadratic Estimation of a Covariance Matrix in Linear Model

✍ Yogendra P. Chaubey 📂 Article 📅 1982 🏛 John Wiley and Sons 🌐 English ⚖ 239 KB 👁 2 views

Minimax estimation of a multivariate nor

Minimax estimation of a multivariate normal mean under arbitrary quadratic loss

✍ James Berger 📂 Article 📅 1976 🏛 Elsevier Science 🌐 English ⚖ 377 KB

Minimax estimators of a covariance matri

Minimax estimators of a covariance matrix

✍ F Perron 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 552 KB