Estimation of the Multivariate Normal Precision Matrix under the Entropy Loss
| Year of publication: |
2001
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|---|---|
| Authors: | Zhou, Xian ; Sun, Xiaoqian ; Wang, Jinglong |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 4, p. 760-768
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| Publisher: |
Springer |
| Subject: | Best lower-triangular equivariant minimax estimator | precision matrix | inadmissibility | multivariate normal distribution | risk function | the entropy loss |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616331