Improving the Estimation of Eigenvectors Under Quadratic Loss (Q5441854)
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scientific article; zbMATH DE number 5235944
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improving the Estimation of Eigenvectors Under Quadratic Loss |
scientific article; zbMATH DE number 5235944 |
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Improving the Estimation of Eigenvectors Under Quadratic Loss (English)
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15 February 2008
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principal components
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covariance matrix
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shrinkage estimators
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preliminary test estimator
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local alternatives
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asymptotic biases and risks
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