Estimation of the multivariate normal precision and covariance matrices in a star-shape model
| Year of publication: |
2005
|
|---|---|
| Authors: | Sun, Dongchu ; Sun, Xiaoqian |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 57.2005, 3, p. 455-484
|
| Publisher: |
Springer |
| Subject: | Star-shape model | maximum likelihood estimator | precision matrix | covariance matrix | Jeffreys prior | reference prior | invariant Haar measure | Bayesian estimator | entropy loss | symmetric loss | inadmissibility |
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