Inference on the eigenvalues of the normalized precision matrix

DOI10.1016/j.laa.2024.09.002MaRDI QIDQ6635248

Luke Duttweiler, Anthony Almudevar

Publication date: 9 November 2024

Published in: Linear Algebra and its Applications (Search for Journal in Brave)

zbMATH Keywords

asymptotic distributionmatrix perturbationeigenvalue estimationStein-type shrinkagenormalized inverse covariance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Convex sets in topological linear spaces; Choquet theory (46A55)

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