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Q3723503 - MaRDI portal

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    author
    Shang P. Lin
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    Michael D. Perlman
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    publication date
    1985
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    zbMATH DE Number
    3954071
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    zbMATH Keywords
    comparison of estimators
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    multivariate normal covariance matrix
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    sample covariance matrix
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    loss functions
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    Monte-Carlo experiment
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    characteristic roots method
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    correlation matrix method
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    empirical Bayes method
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