IMPROVED ESTIMATION OF A MULTINORMAL PRECISION MATRIX

被引：10
作者：
DEY, DK
机构：
来源：
STATISTICS & PROBABILITY LETTERS | 1987年 / 6卷 / 02期
关键词：
D O I：
10.1016/0167-7152(87)90085-X
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
引用
收藏
页码：125 / 128
页数：4
相关论文
共 8 条
[1]   IMPROVING ON INADMISSIBLE ESTIMATORS IN CONTINUOUS EXPONENTIAL-FAMILIES WITH APPLICATIONS TO SIMULTANEOUS ESTIMATION OF GAMMA-SCALE PARAMETERS [J].
BERGER, J .
ANNALS OF STATISTICS, 1980, 8 (03) :545-571
[2]   ESTIMATION OF A COVARIANCE-MATRIX UNDER STEINS LOSS [J].
DEY, DK ;
SRINIVASAN, C .
ANNALS OF STATISTICS, 1985, 13 (04) :1581-1591
[3]   ADMISSIBLE AND MINIMAX MULTI-PARAMETER ESTIMATION IN EXPONENTIAL-FAMILIES [J].
GHOSH, M ;
PARSIAN, A .
JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (04) :551-564
[4]   MINIMAX ESTIMATORS FOR A MULTINORMAL PRECISION MATRIX [J].
HAFF, LR .
JOURNAL OF MULTIVARIATE ANALYSIS, 1977, 7 (03) :374-385
[5]   ESTIMATION OF THE INVERSE COVARIANCE-MATRIX - RANDOM MIXTURES OF THE INVERSE WISHART MATRIX AND THE IDENTITY [J].
HAFF, LR .
ANNALS OF STATISTICS, 1979, 7 (06) :1264-1276
[6]  
HAFF LR, 1982, UNPUB SOLUTIONS EULE
[7]  
JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361
[8]  
STEIN C, 1977, UNPUB NOTES ESTIMATI
1