Estimating the covariance matrix and the generalized variance under a symmetric loss (Q749111): Difference between revisions

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Latest revision as of 12:12, 21 June 2024

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Estimating the covariance matrix and the generalized variance under a symmetric loss
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    Estimating the covariance matrix and the generalized variance under a symmetric loss (English)
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    1990
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    Wishart distribution
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    Stein's truncated estimator
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    generalized variance
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    multivariate normal distribution
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    unknown means
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    inadmissibility
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    best affine equivariant estimator
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    symmetric loss
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    covariance matrix
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