论文信息 - Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix - 字舞流文

Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix

[1] Richard Bellman,et al. Introduction to Matrix Analysis , 1972 .

[2] B. Efron,et al. Multivariate Empirical Bayes and Estimation of Covariance Matrices , 1976 .

[3] L. R. Haff. Minimax estimators for a multinormal precision matrix , 1977 .

[4] L. R. Haff. An identity for the Wishart distribution with applications , 1979 .

[5] L. R. Haff. ESTIMATION OF THE INVERSE COVARIANCE MATRIX: RANDOM MIXTURES OF THE INVERSE WISHART MATRIX AND THE IDENTITY , 1979 .

[6] C. Stein. Estimation of the Mean of a Multivariate Normal Distribution , 1981 .