Minimax estimators for a multinormal precision matrix
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability
Reference9 articles.
1. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss;Berger;J. Multivariate Analysis,1976
2. Empirical Bayes on vector observations: An extension of Stein's method;Efron;Biometrika,1972
3. Families of minimax estimators of the mean of a multivariate normal distribution;Efron;Ann. Statist.,1976
4. Multivariate Empirical Bayes and estimation of covariance matrices;Efron;Ann. Statist.,1976
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