Estimating the covariance matrix and the generalized variance under a symmetric loss
Year of publication: |
1990
|
---|---|
Authors: | Kubokawa, Tatsuya ; Konno, Yoshihiko |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 42.1990, 2, p. 331-343
|
Publisher: |
Springer |
Subject: | Covariance matrix | generalized variance | Wishart distribution | affine equivariant estimators | Stein's truncated estimator | inadmissibility |
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