Author:
Tsukuma Hisayuki,Kubokawa Tatsuya
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Reference22 articles.
1. Berger, J. O. (1985). Statistical decision theory and Bayesian analysis (2nd ed.). New York: Springer.
2. Bondar, J. V., Milnes, P. (1981). Amenability: A survey for statistical applications of Hunt–Stein and related conditions on groups. Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete, 57, 103–128.
3. Calvin, J. A., Dykstra, R. L. (1991). Maximum likelihood estimation of a set of covariance matrices under Löwner order restrictions with applications to balanced multivariate variance components models. Annals of Statistics, 19, 850–869.
4. Eaton, M. L., Olkin, I. (1987). Best equivariant estimators of a Cholesky decomposition. Annals of Statistics, 15, 1639–1650.
5. Girshick, M. A., Savage, L. J. (1951). Bayes and minimax estimates for quadratic loss functions. Proceedings of the Second Berkeley Symposium on Mathematical Statistics and Probability, University of California Press, Berkeley, pp. 53–74.
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. A Gaussian sequence approach for proving minimaxity: A Review;Journal of Statistical Planning and Inference;2021-03
2. Estimation of the Covariance Matrix;Shrinkage Estimation for Mean and Covariance Matrices;2020