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Property / DOI: 10.1016/j.jmva.2009.02.002 / rank
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Latest revision as of 13:43, 10 December 2024

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Improved variance estimation under sub-space restriction
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    Improved variance estimation under sub-space restriction (English)
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    24 June 2009
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    multivariate Student-\(t\) distribution
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    inverse Wishart distribution
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    restricted estimator
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    preliminary test estimator
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    Stein-type estimator
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