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scientific article; zbMATH DE number 147169
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| English | No label defined |
scientific article; zbMATH DE number 147169 |
Statements
1 April 1993
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multivariate \(F\) distribution
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covariance matrix
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differentiation of matrices
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positive definite random matrix
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estimating eigenvalues
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loss
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orthogonally invariant estimator
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integration by parts
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risk
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0.9317156076431274
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0.8903397917747498
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0.8628770709037781
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