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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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Type of publication: Article
Source:
RePEc - Research Papers in Economics
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005616411
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