Improved estimation of parameter matrices in one-sample and two-sample problems (Q1603015)
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English | Improved estimation of parameter matrices in one-sample and two-sample problems |
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Improved estimation of parameter matrices in one-sample and two-sample problems (English)
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24 June 2002
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covariance matrix
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orthogonally invariant estimator
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shrinkage estimator
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harmonic mean
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eigenvalues
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