@article {10.3844/jmssp.2008.145.147,
article_type = {journal},
title = {Comparison of Estimators of Dispersion Matrix},
author = {Abbasi, Narges},
volume = {4},
year = {2008},
month = {Dec},
pages = {145-147},
doi = {10.3844/jmssp.2008.145.147},
url = {https://thescipub.com/abstract/jmssp.2008.145.147},
abstract = {Based on a sample, we considered the problem of estimating the dispersion matrix of a
multivariate normal distribution with variance covariance matrix Σ. Empirical Bayes estimators and
Haff estimators with their conditions, two proposed estimators of Σ, were the best affine equivariant
estimators of dispersion matrix, which we compared them by three different loss functions.},
journal = {Journal of Mathematics and Statistics},
publisher = {Science Publications}
}