Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077)

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Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results
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    Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (English)
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    7 August 2013
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    decision theory
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    improved estimation of a normal variance
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    covariance matrix
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    generalized variance
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    Wishart distribution
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