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- W2001796622 abstract "Suppose that we have n independent observations from Np (0,∑) and, in addition, we have m independent observations available on the first q(q < P) coordinates. Assuming that X i's and Y i's are independent,we consider the problem of estimation of ∑ and ∑-1 respectively under the loss functions .We propose some new estimators that dominate the best lower triangular invariant minimax estimator under the loss L We also derive the best lower triangular invariant minimax estimator of ∑-1 under L 1 and suggest some estimators that dominate it." @default.
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- W2001796622 date "1991-01-01" @default.
- W2001796622 modified "2023-10-16" @default.
- W2001796622 title "Estimation of normal covariance and precision matrices with incomplete data" @default.
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- W2001796622 doi "https://doi.org/10.1080/03610929108830529" @default.
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