An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices (Q6153989)
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scientific article; zbMATH DE number 7820380
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| English | An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices |
scientific article; zbMATH DE number 7820380 |
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An Empirical Bayes Approach to Shrinkage Estimation on the Manifold of Symmetric Positive-Definite Matrices (English)
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19 March 2024
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Fréchet mean
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Stein's unbiased risk estimate
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Tweedie's estimator
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