An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes |
scientific article |
Statements
An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (English)
0 references
7 May 2021
0 references
adjusted profile likelihood
0 references
high-dimensional inference
0 references
covariance matrix estimation
0 references
eigenvalue estimate
0 references
singular Wishart distribution
0 references
0 references
0 references
0 references
0 references
0.8261106610298157
0 references
0.7830778956413269
0 references
0.7813318371772766
0 references
0.7720310091972351
0 references
