A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678): Difference between revisions

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Latest revision as of 05:15, 15 July 2024

scientific article
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A new estimator of covariance matrix via partial Iwasawa coordinates
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    A new estimator of covariance matrix via partial Iwasawa coordinates (English)
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    20 February 2018
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    covariance matrix
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    James-Stein estimator
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    partial Iwasawa coordinates
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    Stein's loss
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    weighted quadratic loss
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