FAMILIES OF MINIMAX ESTIMATORS OF MATRIX OF NORMAL MEANS WITH UNKNOWN COVARIANCE MATRIX
FAMILIES OF MINIMAX ESTIMATORS OF MATRIX OF NORMAL MEANS WITH UNKNOWN COVARIANCE MATRIX
复制标题
协方差矩阵未知的正态均值矩阵极小极大估计量族
DOI：
10.11329/jjss1970.20.191
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发表时间：
1990
期刊：
影响因子：
--
通讯作者：
Yoshihiko Konno
中科院分区：
文献类型：
--
作者：
Yoshihiko Konno
The risk is denoted by R (B;B,E’). In the following sections we obtain classes of minimax estimators with respect to the loss(1.2)for the case m>p+1. For the case.8=ID with m>p十1, Stein[8]considered a family of estimators which utilize the eigenvalues of X’X. Using integration by parts and calculus on eigenstructure he gave a condition under which the corresponding estimator is minimax. By Stein’s method Zheng[9]obtained a class of minimax estimators which include the Efron-Morris