scholarly journals Minimax estimation of a normal covariance matrix with the partial Iwasawa decomposition

2016 ◽  
Vol 145 ◽  
pp. 190-207 ◽  
Author(s):  
Hisayuki Tsukuma
Keyword(s):  
Covariance Matrix ◽  
Minimax Estimation ◽  
Iwasawa Decomposition

scholarly journals Minimax Estimation of a Normal Mean Vector for Arbitrary Quadratic Loss and Unknown Covariance Matrix

1977 ◽  
Vol 5 (4) ◽  
pp. 763-771 ◽  
Author(s):  
J. Berger ◽  
M. E. Bock ◽  
L. D. Brown ◽  
G. Casella ◽  
L. Gleser
Keyword(s):  
Covariance Matrix ◽  
Minimax Estimation ◽  
Quadratic Loss ◽  
Normal Mean ◽  
Unknown Covariance ◽  
Mean Vector ◽  
Unknown Covariance Matrix
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