Improved second order estimation in the singular multivariate normal model (Q272055)

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Improved second order estimation in the singular multivariate normal model
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    Improved second order estimation in the singular multivariate normal model (English)
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    20 April 2016
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    covariance matrix
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    precision matrix
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    discriminant function
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    LDA
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    unbiased risk estimator
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    Moore-Penrose inverse
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    singular normal
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    singular Wishart
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