Empirical Bayes Estimation of the Multivariate Normal Covariance Matrix
Work
Year: 1980
Type: article
Abstract: Let $\mathbf{S}_{p \times p}$ have a Wishart distribution with scale matrix $\Sigma$ and $k$ degrees of freedom. Estimators of $\Sigma$ are given for each of the loss functions $L_1(\hat{\Sigma}, \Sig... more
Source: The Annals of Statistics
Author L. R. Haff
Cites: 9
Cited by: 262
Related to: 10
FWCI: 3.05
Citation percentile (by year/subfield): 98.89
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: bronze