Further results on estimation of covariance matrix (Q893900)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Further results on estimation of covariance matrix |
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Further results on estimation of covariance matrix (English)
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23 November 2015
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covariance matrix
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Efron-Morris type estimator
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James-Stein estimator
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partial Iwasawa coordinates
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weighted quadratic loss
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Stein's loss
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