Improved estimation of parameter matrices in one-sample and two-sample problems (Q1603015)
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scientific article; zbMATH DE number 1758628
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| English | Improved estimation of parameter matrices in one-sample and two-sample problems |
scientific article; zbMATH DE number 1758628 |
Statements
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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0.887184739112854
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0.8370484113693237
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0.8238356113433838
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0.8183425068855286
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