Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961): Difference between revisions

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Revision as of 00:54, 5 March 2024

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Estimation of a high-dimensional covariance matrix with the Stein loss
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    Estimation of a high-dimensional covariance matrix with the Stein loss (English)
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    4 May 2016
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    empirical Bayes method
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    inadmissibility
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    Moore-Penrose pseudo-inverse
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    portfolio selection
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    pseudo Wishart distribution
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    singular multivariate normal distribution
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    singular Wishart distribution
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    statistical decision theory
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