Estimating the covariance matrix: A new approach
type: Item
instance of: scholarly article
title: Estimating the covariance matrix: A new approach
zbMATH Open document ID: 1020.62049
DOI: 10.1016/S0047-259X(02)00053-2
published in: Journal of Multivariate Analysis
publication date: 2003-08-13T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62C15
Mathematics Subject Classification ID: 62C20
zbMATH DE Number: 1963570
zbMATH Keywords: covariance matrix
zbMATH Keywords: generalized variance
zbMATH Keywords: minimax estimation
zbMATH Keywords: improvement
zbMATH Keywords: decision theory
zbMATH Keywords: Stein result
zbMATH Keywords: Bartlett decomposition
author: Tatsuya Kubokawa
author: Muni S. Srivastava
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1963570