Improved second order estimation in the singular multivariate normal model (Q272055)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved second order estimation in the singular multivariate normal model |
scientific article |
Statements
Improved second order estimation in the singular multivariate normal model (English)
0 references
20 April 2016
0 references
covariance matrix
0 references
precision matrix
0 references
discriminant function
0 references
LDA
0 references
unbiased risk estimator
0 references
Moore-Penrose inverse
0 references
singular normal
0 references
singular Wishart
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
