An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (Q713758): Difference between revisions
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scientific article
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English | An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed |
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An asymptotic expansion of Wishart distribution when the population eigenvalues are infinitely dispersed (English)
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19 October 2012
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asymptotic distribution
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covariance matrix
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orthogonally equivariant estimator
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Stein's loss
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tail minimaxity
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