Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195)

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Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions
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    Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (English)
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    12 March 2021
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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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    quadratic loss
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    Stein-Haff type identities
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