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A new estimator of covariance matrix - MaRDI portal

A new estimator of covariance matrix (Q645623)

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scientific article; zbMATH DE number 5969779
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English
A new estimator of covariance matrix
scientific article; zbMATH DE number 5969779

    Statements

    A new estimator of covariance matrix (English)
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    10 November 2011
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    covariance matrix
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    partial Iwasawa coordinates
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    Stein's loss
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