An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (Q830703)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes |
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An orthogonally equivariant estimator of the covariance matrix in high dimensions and for small sample sizes (English)
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7 May 2021
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adjusted profile likelihood
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high-dimensional inference
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covariance matrix estimation
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eigenvalue estimate
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singular Wishart distribution
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