Further results on estimation of covariance matrix (Q893900)
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: Further results on estimation of covariance matrix |
scientific article; zbMATH DE number 6512827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Further results on estimation of covariance matrix |
scientific article; zbMATH DE number 6512827 |
Statements
Further results on estimation of covariance matrix (English)
0 references
23 November 2015
0 references
covariance matrix
0 references
Efron-Morris type estimator
0 references
James-Stein estimator
0 references
partial Iwasawa coordinates
0 references
weighted quadratic loss
0 references
Stein's loss
0 references
0 references
0.8667624592781067
0 references
0.8536513447761536
0 references
0.8291693329811096
0 references
