Estimating the covariance matrix: A new approach (Q1400141)
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scientific article; zbMATH DE number 1963570
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating the covariance matrix: A new approach |
scientific article; zbMATH DE number 1963570 |
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Estimating the covariance matrix: A new approach (English)
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13 August 2003
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covariance matrix
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generalized variance
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minimax estimation
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improvement
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decision theory
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Stein result
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Bartlett decomposition
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