Covariance matrix estimation under data-based loss (Q2244574)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Covariance matrix estimation under data-based loss |
scientific article |
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Covariance matrix estimation under data-based loss (English)
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12 November 2021
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data-based loss
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elliptically symmetric distributions
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high-dimensional statistics
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orthogonally invariant estimators
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Stein-Haff type-identities
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