Covariance matrix estimation under data-based loss (Q2244574)
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scientific article; zbMATH DE number 7425361
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| English | Covariance matrix estimation under data-based loss |
scientific article; zbMATH DE number 7425361 |
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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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0.8188063502311707
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0.7986100912094116
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0.7969440221786499
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0.7962588667869568
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