Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension (Q2441050)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of covariance and precision matrices under scale-invariant quadratic loss in high dimension |
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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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