Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050)
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scientific article; zbMATH DE number 6272016
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| English | Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension |
scientific article; zbMATH DE number 6272016 |
Statements
Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (English)
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21 March 2014
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asymptotic expansions
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covariance matrix
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Moore-Penrose inverse
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multivariate normal distributions
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point estimation
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precision matrix
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ridge estimator
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risk comparison
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scale-invariant quadratic loss
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Stein-Haff identity
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Wishart distribution
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0.8675617575645447
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0.8095285892486572
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0.80914306640625
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0.8084975481033325
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