TY  - JOUR
AU  - Abbasi, Narges 
PY  - 2008
TI  - Comparison of Estimators of Dispersion Matrix
JF  - Journal of Mathematics and Statistics
VL  - 4
IS  - 3
DO  - 10.3844/jmssp.2008.145.147
UR  - https://thescipub.com/abstract/jmssp.2008.145.147
AB  - 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.