A shrinkage approach to joint estimation of multiple covariance matrices (Q2036300): Difference between revisions

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Latest revision as of 02:45, 26 July 2024

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A shrinkage approach to joint estimation of multiple covariance matrices
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    A shrinkage approach to joint estimation of multiple covariance matrices (English)
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    28 June 2021
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    covariance matrices
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    joint estimation
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    optimal estimator
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    quadratic loss function
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    shrinkage parameter
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    Stein loss function
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