مرکز منطقه ای اطلاع رساني علوم و فناوري - Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function

Title of article :

Improved minimax estimation of powers of the variance of a multivariate normal distribution under the entropy loss function

Author/Authors :

Nabendu Pal، نويسنده , , Chiahua Ling، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 1995

Pages :

From page :

205

To page :

211

Keywords :

Loss function: Minimax estimator , Uniform domination , Affine equivariance , risk function

Journal title :

Statistics and Probability Letters

Serial Year :

1995

Journal title :

Statistics and Probability Letters

Record number :

138195

Link To Document :