Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (Q2482627)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues |
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Asymptotic distribution of Wishart matrix for block-wise dispersion of population eigenvalues (English)
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23 April 2008
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covariance matrix
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Wishart distribution
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quadratic loss
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Stein's loss
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asymptotic risk
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