Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results (Q2392077)
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scientific article; zbMATH DE number 6195733
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| English | Improved estimation of the covariance matrix and the generalized variance of a multivariate normal distribution: some unifying results |
scientific article; zbMATH DE number 6195733 |
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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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0.8521683216094971
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0.8456158638000488
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0.8380037546157837
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