Improved estimation of a patterned covariance matrix (Q1822867)

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Improved estimation of a patterned covariance matrix
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    Improved estimation of a patterned covariance matrix (English)
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    1989
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    multinormal distribution
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    complete orthogonal set
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    unknown eigenvalues
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    loss functions
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    duality relationship
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    estimation of the patterned covariance matrix
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    simultaneous estimation of scale parameters
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    equicorrelated structure
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