A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimator of covariance matrix via partial Iwasawa coordinates |
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A new estimator of covariance matrix via partial Iwasawa coordinates (English)
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20 February 2018
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covariance matrix
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James-Stein estimator
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partial Iwasawa coordinates
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Stein's loss
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weighted quadratic loss
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