✦ LIBER ✦

Minimax estimators of a covariance matrix

✍ Scribed by F Perron

Publisher: Elsevier Science
Year: 1992
Tongue: English
Weight: 552 KB
Volume: 43
Category: Article
ISSN: 0047-259X
DOI: 10.1016/0047-259x(92)90108-r

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimax and admissible minimax estimator

Minimax and admissible minimax estimators of the mean of a multivariate normal distribution for unknown covariance matrix

✍ Khursheed Alam 📂 Article 📅 1975 🏛 Elsevier Science 🌐 English ⚖ 497 KB

Other Classes of Minimax Estimators of V

Other Classes of Minimax Estimators of Variance Covariance Matrix in Multivariate Normal Distribution

✍ Hisayuki Hara 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 132 KB

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

Minimax estimators for a multinormal pre

Minimax estimators for a multinormal precision matrix

✍ L.R. Haff 📂 Article 📅 1977 🏛 Elsevier Science 🌐 English ⚖ 480 KB

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

Empirical Bayes minimax estimators of ma

Empirical Bayes minimax estimators of matrix normal means

✍ Malay Ghosh; Gwowen Shieh 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 654 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