A new estimator of covariance matrix via partial Iwasawa coordinates (Q1697678)
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: A new estimator of covariance matrix via partial Iwasawa coordinates |
scientific article; zbMATH DE number 6841248
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new estimator of covariance matrix via partial Iwasawa coordinates |
scientific article; zbMATH DE number 6841248 |
Statements
A new estimator of covariance matrix via partial Iwasawa coordinates (English)
0 references
20 February 2018
0 references
covariance matrix
0 references
James-Stein estimator
0 references
partial Iwasawa coordinates
0 references
Stein's loss
0 references
weighted quadratic loss
0 references
0 references
