Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 22:48, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss |
scientific article |
Statements
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (English)
0 references
13 November 2009
0 references
unbiased estimate of risk
0 references
integration by parts formula
0 references
singular Wishart distributions
0 references
Stein-Haff identity
0 references
calculus on eigenstructures
0 references
