Estimating the covariance matrix and the generalized variance under a symmetric loss

Tatsuya Kubokawa and Yoshihiko Konno

Annals of the Institute of Statistical Mathematics, 1990, vol. 42, issue 2, 343 pages

Keywords: Covariance matrix; generalized variance; Wishart distribution; affine equivariant estimators; Stein's truncated estimator; inadmissibility (search for similar items in EconPapers)
Date: 1990
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DOI: 10.1007/BF00050840

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