ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX
Author:
Affiliation:
1. Department of Mathematics and Statistics, Bowling Green State University
Publisher
The Japan Statistical Society
Link
https://www.jstage.jst.go.jp/article/jjss/32/2/32_2_193/_pdf
Reference18 articles.
1. Dey, D.K. and Srinivasan, C. (1985). Estimation of a covariance matrix under Stein’s loss, Ann. Statist., 13, 1581-1591.
2. Dey, D.K. and Srinivasan, C. (1986). Trimmed minimax estimator of a covariance matrix, Ann. Inst. Statist. Math., 38, 101-108.
3. Haff, L.R. (1977). Minimax estimators for a multinormal precision matrix, J. Multivariate Anal., 7, 374-385.
4. Haff, L.R. (1979). An identity for the Wishart distribution with applications, J. Multivariate Anal., 9, 531-542.
5. James, W. and Stein, C. (1961). Estimation with quadratic loss, Proc. 4th Berkeley Symp. Math. Statist. Prob., (ed. Neyman, J.), 1, 361-379,University of California Press, Berkeley.
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