搜索结果: 1-2 共查到“管理学 minimaxity”相关记录2条 . 查询时间(0.078 秒)
ON MINIMAXITY OF SOME ORTHOGONALLY INVARIANT ESTIMATORS OF BIVARIATE NORMAL DISPERSION MATRIX
Wishart distribution Covariance Matrix Minimax Stein's loss Quadratic loss
2009/3/11
We consider an orthogonally invariant estimation of Σ of Wishart distribution using Stein’s loss (entropy loss) or a quadratic loss. In these problems the best lower triangular matrix invariant estima...
Minimaxity in Estimation of Restricted Parameters
Decision theory generalized Bayes estimator location family maximum likelihood estimator minimaxity restricted parameter scale family
2009/3/10
This paper is concerned with estimation of the restricted parameters in location and/or scale families from a decision-theoretic point of view. A simple method is provided to show the minimaxity of th...