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~isPartOf:"Journal of Multivariate Analysis"
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Minimax covariance estimation using commutator subgroup of lower triangular matrices
Tsukuma, Hisayuki
- In:
Journal of Multivariate Analysis
124
(
2014
)
C
,
pp. 333-344
minimaxity of a James–Stein type invariant estimator under the subgroup is shown by means of a least
favorable
sequence of prior …
Persistent link: https://www.econbiz.de/10010737755
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2
Screening among Multivariate Normal Data
Chen, Pinyuen
;
Melvin, William L.
;
Wicks, Michael C.
- In:
Journal of Multivariate Analysis
69
(
1999
)
1
,
pp. 10-29
the probability of a correct selection and the least
favorable
configuration are developed. The sample size required to …
Persistent link: https://www.econbiz.de/10005093854
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