Improved second order estimation in the singular multivariate normal model
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Publication:272055
DOI10.1016/j.jmva.2016.01.001zbMath1335.62027arXiv1509.02451OpenAlexW2962869892MaRDI QIDQ272055
Didier Chételat, Martin T. Wells
Publication date: 20 April 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.02451
discriminant functioncovariance matrixMoore-Penrose inverseprecision matrixLDAsingular normalsingular Wishartunbiased risk estimator
Estimation in multivariate analysis (62H12) Point estimation (62F10) Admissibility in statistical decision theory (62C15)
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