On a Conjecture of Krishnamoorthy and Gupta,
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References listed on IDEAS
- Haff, L. R., 1979. "An identity for the Wishart distribution with applications," Journal of Multivariate Analysis, Elsevier, vol. 9(4), pages 531-544, December.
- Sheena, Yo & Takemura, Akimichi, 1992. "Inadmissibility of non-order-preserving orthogonally invariant estimators of the covariance matrix in the case of Stein's loss," Journal of Multivariate Analysis, Elsevier, vol. 41(1), pages 117-131, April.
- Loh, Wei-Liem, 1991. "Estimating covariance matrices II," Journal of Multivariate Analysis, Elsevier, vol. 36(2), pages 163-174, February.
- Perron, F., 1992. "Minimax estimators of a covariance matrix," Journal of Multivariate Analysis, Elsevier, vol. 43(1), pages 16-28, October.
More about this item
Keywordscovariance matrix precision matrix equivariant estimators unbiased estimate of the risk Wishart distribution Haar probability measure on the orthogonal group;
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