Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (Q3585252)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss |
scientific article |
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Estimation of Multivariate Complex Normal Covariance Matrices Under an Invariant Quadratic Loss (English)
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19 August 2010
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calculus on eigenstructures
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complex Wishart distributions
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Hunt-Stein theorem
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minimax estimators
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shrinkage estimators
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Stein-Haff identity
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