Improved minimax estimation of a normal precision matrix

Author:

Krishnamoorthy K.,Gupta A. K.

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference12 articles.

1. Estimation of covariance matrix under Stein's loss;Dey;Ann. Statist.,1985

2. Best equivalent estimators of Cholesky decomposition;Eaton;Ann. Statist.,1987

3. An identity for the Wishart distribution with applications;Haff;J. Multivariate Anal.,1979

4. Haff, L. R. (1982). Solutions of Euler-Lagrange equations for certain multivariate normal estimation problems. Unpublished manuscript.

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