Estimation of normal covariance and precision matrices with incomplete data (Q3212140): Difference between revisions
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Revision as of 02:49, 20 March 2024
scientific article
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English | Estimation of normal covariance and precision matrices with incomplete data |
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Estimation of normal covariance and precision matrices with incomplete data (English)
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1991
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Wishart distribution
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loss functions
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best lower triangular invariant minimax estimator
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