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Best lower-triangular equivariant minimax estimator
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inadmissibility
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multivariate normal distribution
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risk function
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Wang, Jinglong
Sun, Dongchu
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Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
Zhou, Xian
;
Sun, Xiaoqian
;
Wang, Jinglong
- In:
Annals of the Institute of Statistical Mathematics
53
(
2001
)
4
,
pp. 760-768
Persistent link: https://www.econbiz.de/10005616331
Saved in:
2
Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
Zhou, Xian
;
Sun, Xiaoqian
;
Wang, Jinglong
- In:
Annals of the Institute of Statistical Mathematics : AISM
53
(
2001
)
4
,
pp. 760-768
Persistent link: https://www.econbiz.de/10006561768
Saved in:
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