Minimax estimators for a multinormal precision matrix
暂无分享,去创建一个
[1] J. Berger. Minimax estimation of a multivariate normal mean under arbitrary quadratic loss , 1976 .
[2] B. Efron,et al. Empirical Bayes on vector observations: An extension of Stein's method , 1972 .
[3] H. Fédérer. Geometric Measure Theory , 1969 .
[4] B. Efron,et al. Multivariate Empirical Bayes and Estimation of Covariance Matrices , 1976 .
[5] Bradley Efron,et al. Families of Minimax Estimators of the Mean of a Multivariate Normal Distribution , 1976 .