Shrinkage Estimators for Covariance Matrices (Q3078880)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Shrinkage Estimators for Covariance Matrices
scientific article

    Statements

    Shrinkage Estimators for Covariance Matrices (English)
    0 references
    0 references
    0 references
    0 references
    1 March 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    empirical Bayes
    0 references
    general linear model
    0 references
    Givens angles
    0 references
    hierarchical prior
    0 references
    longitudinal data
    0 references
    0 references
    0 references
    0 references
    0 references