UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX
UNBIASED ESTIMATOR OF RISK FOR AN ORTHOGONALLY INVARIANT ESTIMATOR OF A COVARIANCE MATRIX
复制标题
协方差矩阵正交不变估计量的无偏风险估计量
DOI：
10.14490/jjss1995.25.35
复制
发表时间：
1995
期刊：
影响因子：
--
通讯作者：
Y. Sheena
中科院分区：
文献类型：
--
作者：
Y. Sheena
分布进行了讨论。对于Stein损失函数和二次损失函数，给出了正交不变估计风险的无偏估计的证明。与以前的文献相比，更清楚地描述了适用估计的范围，并将Stein估计的新解释称为应用。
distribution is discussed. A proof to derive the unbiased estimator of the risk of an orthogonally invariant estimator is given for Stein's loss function and a quadratic loss function. The range of applicable estimator is more clearly described compared to previous literature, and a new interpretation of Stein's estimator is referred to as an application.