ESTIMATION OF THE INVERSE COVARIANCE-MATRIX - RANDOM MIXTURES OF THE INVERSE WISHART MATRIX AND THE IDENTITY

被引：66

作者：

HAFF, LR

机构：

来源：

关键词：

D O I：

10.1214/aos/1176344845

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

页码：1264 / 1276

页数：13

共 10 条

[1] Bellman R., 1970, INTRO MATRIX ANAL
[2] MULTIVARIATE EMPIRICAL BAYES AND ESTIMATION OF COVARIANCE MATRICES
EFRON, B
MORRIS, C
[J]. ANNALS OF STATISTICS, 1976, 4 (01) : 22 - 32
[3] FAMILIES OF MINIMAX ESTIMATORS OF MEAN OF A MULTIVARIATE NORMAL DISTRIBUTION
EFRON, B
MORRIS, C
[J]. ANNALS OF STATISTICS, 1976, 4 (01) : 11 - 21
[4] MINIMAX ESTIMATORS FOR A MULTINORMAL PRECISION MATRIX
HAFF, LR
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1977, 7 (03) : 374 - 385
[5] HAFF LR, UNPUBLISHED
[6] JAMES W, 1961, 4TH P BERK S MATH ST, V1, P361
[7] PRESS SJ, 1972, APPLIED MULTIVARIATE
[8] RAO CR, 1973, LINEAR STATISTICAL I
[9] Stein C., 1972, 37 STANF U DEP STAT
[10] Stein C., 1973, P PRAG S AS STAT, P345