Estimation of the multivariate normal precision and covariance matrices in a star-shape model

Dongchu Sun and Xiaoqian Sun

Annals of the Institute of Statistical Mathematics, 2005, vol. 57, issue 3, 455-484

Keywords: Star-shape model; maximum likelihood estimator; precision matrix; covariance matrix; Jeffreys prior; reference prior; invariant Haar measure; Bayesian estimator; entropy loss; symmetric loss; inadmissibility (search for similar items in EconPapers)
Date: 2005
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DOI: 10.1007/BF02509235

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