Estimation of a high-dimensional covariance matrix with the Stein loss (Q276961)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a high-dimensional covariance matrix with the Stein loss |
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Estimation of a high-dimensional covariance matrix with the Stein loss (English)
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4 May 2016
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empirical Bayes method
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inadmissibility
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Moore-Penrose pseudo-inverse
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portfolio selection
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pseudo Wishart distribution
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singular multivariate normal distribution
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singular Wishart distribution
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statistical decision theory
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