Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851): Difference between revisions
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Revision as of 03:13, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data |
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Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (English)
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6 November 2008
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covariance matrix
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discriminant analysis
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dominance property
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Efron-Morris loss function
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empirical Bayes procedure
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multivariate classification
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precision matrix
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singular Wishart
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Stein-Haff identity
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