Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (Q953851)
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scientific article; zbMATH DE number 5363142
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data |
scientific article; zbMATH DE number 5363142 |
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Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data (English)
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6 November 2008
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covariance matrix
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discriminant analysis
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dominance property
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Efron-Morris loss function
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empirical Bayes procedure
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multivariate classification
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precision matrix
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singular Wishart
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Stein-Haff identity
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0.87539345
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0.8748446
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0.8681711
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0.8678589
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0.86765516
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