Improved estimation of parameter matrices in one-sample and two-sample problems (Q1603015)

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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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