A new estimator of covariance matrix via partial Iwasawa coordinates
type: Item
instance of: scholarly article
title: A new estimator of covariance matrix via partial Iwasawa coordinates
zbMATH Open document ID: 1380.93250
author: Kai Xu
published in: Journal of Systems Science and Complexity
publication date: 2018-02-20T00:00:00Z
Mathematics Subject Classification ID: 93E10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6841248
zbMATH Keywords: covariance matrix
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: partial Iwasawa coordinates
zbMATH Keywords: Stein's loss
zbMATH Keywords: weighted quadratic loss
MaRDI profile type: Publication
full work available at URL: s11424-017-6007-x
OpenAlex ID: W2610842200
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DOI: 10.1007/S11424-017-6007-X
description: scientific article; zbMATH DE number 6841248