Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (Q2657195)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions |
scientific article |
Statements
Scale matrix estimation of an elliptically symmetric distribution in high and low dimensions (English)
0 references
12 March 2021
0 references
elliptically symmetric distributions
0 references
high-dimensional statistics
0 references
orthogonally invariant estimators
0 references
quadratic loss
0 references
Stein-Haff type identities
0 references
0 references
0 references
0 references
0 references
0 references
0 references
