Haff, L. R. Empirical Bayes estimation of the multivariate normal covariance matrix. (English) Zbl 0441.62045 Ann. Stat. 8, 586-597 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 10 ReviewsCited in 97 Documents MSC: 62H12 Estimation in multivariate analysis 62F15 Bayesian inference 62F10 Point estimation 62C12 Empirical decision procedures; empirical Bayes procedures Keywords:empirical Bayes estimation; multivariate normal covariance matrix; Wishart distribution; unbiased estimation of risk function × Cite Format Result Cite Review PDF Full Text: DOI