Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786): Difference between revisions
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Revision as of 08:35, 20 March 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)
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13 November 2009
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unbiased estimate of risk
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integration by parts formula
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singular Wishart distributions
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Stein-Haff identity
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calculus on eigenstructures
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