Estimating the covariance matrix and the generalized variance under a symmetric loss
| Year of publication: |
1990
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|---|---|
| Authors: | Kubokawa, Tatsuya ; Konno, Yoshihiko |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 42.1990, 2, p. 331-343
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| Publisher: |
Springer |
| Subject: | Covariance matrix | generalized variance | Wishart distribution | affine equivariant estimators | Stein's truncated estimator | inadmissibility |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005169166