Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (Q741819): Difference between revisions
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Revision as of 01:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) |
scientific article |
Statements
Improved multivariate normal mean estimation with unknown covariance when \(p\) is greater than \(n\) (English)
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15 September 2014
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covariance estimation
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James-Stein estimation
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invariant quadratic loss
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large-\(p\)-small-\(n\) problems
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location parameter
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minimax estimation
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Moore-Penrose inverse
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risk function
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singular Wishart distribution
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