Tsukuma, Hisayuki; Kubokawa, Tatsuya - In: Annals of the Institute of Statistical Mathematics 67 (2015) 2, pp. 261-285
In estimation of the normal covariance matrix, finding a least favorable sequence of prior distributions has been an open question for a long time. This paper addresses the classical problem and accomplishes the specification of such a sequence, which establishes minimaxity of the best...
