学术探索
学术期刊
新闻热点
数据分析
智能评审
立即登录
ESTIMATION OF A COVARIANCE-MATRIX UNDER STEINS LOSS
被引:175
作者
:
DEY, DK
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
DEY, DK
[
1
]
SRINIVASAN, C
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
SRINIVASAN, C
[
1
]
机构
:
[1]
UNIV KENTUCKY,DEPT STAT,LEXINGTON,KY 40506
来源
:
ANNALS OF STATISTICS
|
1985年
/ 13卷
/ 04期
关键词
:
D O I
:
10.1214/aos/1176349756
中图分类号
:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号
:
020208 ;
070103 ;
0714 ;
摘要
:
引用
收藏
页码:1581 / 1591
页数:11
相关论文
共 19 条
[1]
Brunk HD., 1972, STAT-US
[2]
DEY DK, 1984, UNPUB J STATIST PLAN
[3]
DEY DK, 1984, ESTIMATION COVARIANC
[4]
EATON ML, 1970, 49 STANF U DEP STAT
[5]
MULTIVARIATE EMPIRICAL BAYES AND ESTIMATION OF COVARIANCE MATRICES
EFRON, B
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305
EFRON, B
MORRIS, C
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305
MORRIS, C
[J].
ANNALS OF STATISTICS,
1976,
4
(01)
: 22
-
32
[6]
IDENTITY FOR THE WISHART DISTRIBUTION WITH APPLICATIONS
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, San Diego
HAFF, LR
[J].
JOURNAL OF MULTIVARIATE ANALYSIS,
1979,
9
(04)
: 531
-
544
[7]
MINIMAX ESTIMATORS FOR A MULTINORMAL PRECISION MATRIX
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92037
UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92037
HAFF, LR
[J].
JOURNAL OF MULTIVARIATE ANALYSIS,
1977,
7
(03)
: 374
-
385
[8]
ESTIMATION OF THE INVERSE COVARIANCE-MATRIX - RANDOM MIXTURES OF THE INVERSE WISHART MATRIX AND THE IDENTITY
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
HAFF, LR
[J].
ANNALS OF STATISTICS,
1979,
7
(06)
: 1264
-
1276
[9]
HAFF LR, 1982, UNPUB SOLUTIONS EULE
[10]
JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361
←
1
2
→
共 19 条
[1]
Brunk HD., 1972, STAT-US
[2]
DEY DK, 1984, UNPUB J STATIST PLAN
[3]
DEY DK, 1984, ESTIMATION COVARIANC
[4]
EATON ML, 1970, 49 STANF U DEP STAT
[5]
MULTIVARIATE EMPIRICAL BAYES AND ESTIMATION OF COVARIANCE MATRICES
EFRON, B
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305
EFRON, B
MORRIS, C
论文数:
0
引用数:
0
h-index:
0
机构:
STANFORD UNIV,DEPT STATISTICS,STANFORD,CA 94305
MORRIS, C
[J].
ANNALS OF STATISTICS,
1976,
4
(01)
: 22
-
32
[6]
IDENTITY FOR THE WISHART DISTRIBUTION WITH APPLICATIONS
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
机构:
University of California, San Diego
HAFF, LR
[J].
JOURNAL OF MULTIVARIATE ANALYSIS,
1979,
9
(04)
: 531
-
544
[7]
MINIMAX ESTIMATORS FOR A MULTINORMAL PRECISION MATRIX
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92037
UNIV CALIF SAN DIEGO,DEPT MATH,LA JOLLA,CA 92037
HAFF, LR
[J].
JOURNAL OF MULTIVARIATE ANALYSIS,
1977,
7
(03)
: 374
-
385
[8]
ESTIMATION OF THE INVERSE COVARIANCE-MATRIX - RANDOM MIXTURES OF THE INVERSE WISHART MATRIX AND THE IDENTITY
HAFF, LR
论文数:
0
引用数:
0
h-index:
0
HAFF, LR
[J].
ANNALS OF STATISTICS,
1979,
7
(06)
: 1264
-
1276
[9]
HAFF LR, 1982, UNPUB SOLUTIONS EULE
[10]
JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361
←
1
2
→