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Estimation of the precision matrix in the inverse Wishart distribution.

Leung Kit Ying. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 86-88). / Abstracts in English and Chinese. / Declaration --- p.i / Acknowledgement --- p.ii / Chapter 1 --- INTRODUCTION --- p.1 / Chapter 2 --- IMPROVED ESTIMATION OF THE NORMAL PRECISION MATRIX USING THE L1 AND L2 LOSS FUNCTIONS --- p.7 / Chapter 2.1 --- Previous Work --- p.9 / Chapter 2.2 --- Important Lemmas --- p.13 / Chapter 2.3 --- Improved Estimation of Σ-1 under L1 Loss Function --- p.20 / Chapter 2.4 --- Improved Estimation of Σ-1 under L2 Loss Function --- p.26 / Chapter 2.5 --- Simulation Study --- p.31 / Chapter 2.6 --- Comparison with Krishnammorthy and Gupta's result --- p.38 / Chapter 3 --- IMPROVED ESTIMATION OF THE NORMAL PRECISION MATRIX USING THE L3 AND L4 LOSS FUNCTIONS --- p.43 / Chapter 3.1 --- Justification of the Loss Functions --- p.46 / Chapter 3.2 --- Important Lemmas for Calculating Risks --- p.48 / Chapter 3.3 --- Improved Estimation of Σ-1 under L3 Loss Function --- p.55 / Chapter 3.4 --- Improved Estimation of Σ-1 under L4 Loss Function --- p.62 / Chapter 3.5 --- Simulation Study --- p.69 / Appendix --- p.77 / Reference --- p.35

Identiferoai:union.ndltd.org:cuhk.edu.hk/oai:cuhk-dr:cuhk_322629
Date January 1999
ContributorsLeung, Kit Ying., Chinese University of Hong Kong Graduate School. Division of Statistics.
Source SetsThe Chinese University of Hong Kong
LanguageEnglish, Chinese
Detected LanguageEnglish
TypeText, bibliography
Formatprint, iii, 88 leaves ; 30 cm.
RightsUse of this resource is governed by the terms and conditions of the Creative Commons “Attribution-NonCommercial-NoDerivatives 4.0 International” License (http://creativecommons.org/licenses/by-nc-nd/4.0/)

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