Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (Q632753): Difference between revisions

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Property / arXiv ID: 0908.1701 / rank
 
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Property / cites work: Simultaneous estimation of eigenvalues / rank
 
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Property / cites work: Q3237829 / rank
 
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Latest revision as of 22:30, 3 July 2024

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Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions
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    Admissible estimator of the eigenvalues of the variance-covariance matrix for multivariate normal distributions (English)
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    25 March 2011
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    covariance matrix
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    Wishart distribution
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    squared error loss
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    Karlin's method
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