A theoretical study of Stein's covariance estimator (Q5384400)
From MaRDI portal
scientific article; zbMATH DE number 7072143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A theoretical study of Stein's covariance estimator |
scientific article; zbMATH DE number 7072143 |
Statements
A theoretical study of Stein's covariance estimator (English)
0 references
24 June 2019
0 references
covariance estimation
0 references
eigenvalue
0 references
shrinkage
0 references
Stein's estimator
0 references
unbiased estimator of risk
0 references
