Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss (Q3585252)
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scientific article; zbMATH DE number 5773313
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| English | Estimation of multivariate complex normal covariance matrices under an invariant quadratic loss |
scientific article; zbMATH DE number 5773313 |
Statements
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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0.8664180040359497
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0.8438466787338257
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0.8402852416038513
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