Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (Q1036786)
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: Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss |
scientific article; zbMATH DE number 5632786
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss |
scientific article; zbMATH DE number 5632786 |
Statements
Shrinkage estimators for large covariance matrices in multivariate real and complex normal distributions under an invariant quadratic loss (English)
0 references
13 November 2009
0 references
unbiased estimate of risk
0 references
integration by parts formula
0 references
singular Wishart distributions
0 references
Stein-Haff identity
0 references
calculus on eigenstructures
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9419285
0 references
0.9320358
0 references
0.92794955
0 references
0.9245943
0 references
0.9202404
0 references
0.91619205
0 references
0.9151275
0 references
0.91119635
0 references
