Multivariate Empirical Bayes and Estimation of Covariance Matrices

Multivariate Empirical Bayes and Estimation of Covariance Matrices

Regular price $20.00 $20.00 Sale

The authors consider the problem of estimating a covariance matrix in the standard multivariate normal situation. The loss function is one obtained naturally from the problem of estimating several normal mean vectors in an empirical Bayes situation.