Estimation of the inverse scatter matrix of an elliptically symmetric distribution (Q900790)
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scientific article; zbMATH DE number 6523725
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| English | Estimation of the inverse scatter matrix of an elliptically symmetric distribution |
scientific article; zbMATH DE number 6523725 |
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Estimation of the inverse scatter matrix of an elliptically symmetric distribution (English)
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23 December 2015
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elliptically symmetric distributions
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high-dimensional statistics
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Moore-Penrose inverse
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inverse scatter matrix
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quadratic loss
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singular sample covariance matrix
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sample eigenvalues
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Stein-Haff identity
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0.8052709698677063
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0.7982690930366516
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0.779892086982727
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0.7645174264907837
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