Improving on the sample covariance matrix for a complex elliptically contoured distribution (Q2455734)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving on the sample covariance matrix for a complex elliptically contoured distribution |
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Improving on the sample covariance matrix for a complex elliptically contoured distribution (English)
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26 October 2007
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covariance matrix
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shrinkage estimator
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complex Wishart distribution
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minimax
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unbiased risk of estimates
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complex normal distribution
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eigenvalue distribution
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