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Latest revision as of 12:51, 17 June 2024

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Trimmed minimax estimator of a covariance matrix
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    Trimmed minimax estimator of a covariance matrix (English)
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    1986
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    Wishart distribution
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    Stein's loss
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    Stein's truncation
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    adaptive
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    estimator
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    estimating the covariance matrix
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    multivariate normal population
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    orthogonally invariant trimmed estimator
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    differential inequality
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    eigenvalues of the sample covariance matrix
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    Monte Carlo simulation
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    minimax estimator
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