✦ LIBER ✦

Improved estimation of the covariance matrix under Stein’s loss

✍ Scribed by Ren-Dao Ye; Song-Gui Wang

Book ID: 108267599
Publisher: Elsevier Science
Year: 2009
Tongue: English
Weight: 462 KB
Volume: 79
Category: Article
ISSN: 0167-7152
DOI: 10.1016/j.spl.2008.10.024

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Improved estimation of a covariance matr

Improved estimation of a covariance matrix under quadratic loss

✍ Tatsuya Kubokawa 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 164 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

Estimation of normal covariance matrices

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

✍ Yoshihiko Konno 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 303 KB

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

Inadmissibility of non-order-preserving

Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss

✍ Yo Sheena; Akimichi Takemura 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 502 KB

Size matters: covariance matrix estimati

Size matters: covariance matrix estimation under the alternative

✍ Jason Allen 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 256 KB