Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252)

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Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss
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    Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (English)
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    19 August 2010
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    calculus on eigenstructures
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    complex Wishart distributions
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    Hunt-Stein theorem
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    minimax estimators
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    shrinkage estimators
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    Stein-Haff identity
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