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Gupta, A. K., Ofori-Nyarko, Samuel (1995) Improved Minimax Estimators of Normal Convariance and Precision Matrices. Statistics, 26. 19-25 doi:10.1080/02331889508802464

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Reference TypeJournal (article/letter/editorial)
TitleImproved Minimax Estimators of Normal Convariance and Precision Matrices
JournalStatistics
AuthorsGupta, A. K.Author
Ofori-Nyarko, SamuelAuthor
Year1995 (January)Volume26
PublisherInforma UK Limited
DOIdoi:10.1080/02331889508802464Search in ResearchGate
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Mindat Ref. ID11345482Long-form Identifiermindat:1:5:11345482:4
GUID0
Full ReferenceGupta, A. K., Ofori-Nyarko, Samuel (1995) Improved Minimax Estimators of Normal Convariance and Precision Matrices. Statistics, 26. 19-25 doi:10.1080/02331889508802464
Plain TextGupta, A. K., Ofori-Nyarko, Samuel (1995) Improved Minimax Estimators of Normal Convariance and Precision Matrices. Statistics, 26. 19-25 doi:10.1080/02331889508802464
In(n.d.) Statistics Vol. 26. Informa UK Limited

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Gupta, A. K., Ofori-Nyarko, S. (1995) Improved Estimation of Generalized Variance and Precision. Statistics, 26. 99-109 doi:10.1080/02331889508802471
Krishnamoorthy, K., Gupta, A. K. (1989) Improved minimax estimation of a normal precision matrix. Canadian Journal of Statistics, 17. 91-102 doi:10.2307/3314766
Gupta, A. K., Ofori-Nyarko, S. (1995) On disguised inverted Wishart distribution. Proceedings of the American Mathematical Society, 123. 2557 doi:10.1090/s0002-9939-1995-1249879-2
Alson, P. (1988) Minimax properties for linear estimators of the location parameter of a linear model. Statistics, 19. 163-171 doi:10.1080/02331888808802082
Liu, Yu, Ren, Zhao (2020) Minimax estimation of large precision matrices with bandable Cholesky factor. The Annals of Statistics, 48 (4) doi:10.1214/19-aos1893
Bock, M. E. (1975) Minimax Estimators of the Mean of a Multivariate Normal Distribution. The Annals of Statistics, 3 (1). 209-218 doi:10.1214/aos/1176343009
Sheena†, Yo (2003) On minimaxity of the normal precision matrix estimator of Krishnamoorthy and Gupta. Statistics, 37. 387-399 doi:10.1080/02331880310001598846
Zinodiny, S., Rezaei, S., Naghshineh Arjmand, O., Nadarajah, S. (2017) A new class of Bayes minimax estimators of the normal mean matrix for the case of common unknown variances. Statistics, 51. 1082-1094 doi:10.1080/02331888.2017.1298598
Alam, Khursheed (1973) A Family of Admissible Minimax Estimators of the Mean of a Multivariate Normal Distribution. The Annals of Statistics, 1 (3). 517-525 doi:10.1214/aos/1176342417
Bunke, Olaf (1999) Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models. Statistics, 33. 1-35 doi:10.1080/02331889908802679
Mizera, Beata (1996) Lower Bounds on the Minimax Risk of Sequential Estimators. Statistics, 28. 123-129 doi:10.1080/02331889708802554
 
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