Open AccessAn Orthogonally Invariant Minimax Estimator of the Covariance Matrix of a Multivariate Normal Population
Author(s) -
Akimichi Takemura
Publication year - 1983
Publication title -
terrestrial environment research center (university of tsukuba)
Language(s) - English
Resource type - Reports
DOI - 10.21236/ada128843
Subject(s) - minimax , mathematics , multivariate normal distribution , multivariate statistics , covariance matrix , estimator , invariant (physics) , minimax estimator , estimation of covariance matrices , covariance , matrix t distribution , statistics , mathematical optimization , minimum variance unbiased estimator , mathematical physics
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