Further results on estimation of covariance matrix
type: Item
instance of: scholarly article
title: Further results on estimation of covariance matrix
zbMATH Open document ID: 1327.62351
author: Kai Xu
author: Daojiang He
published in: Statistics \& Probability Letters
publication date: 2015-11-23T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6512827
zbMATH Keywords: covariance matrix
zbMATH Keywords: Efron-Morris type estimator
zbMATH Keywords: James-Stein estimator
zbMATH Keywords: partial Iwasawa coordinates
zbMATH Keywords: weighted quadratic loss
zbMATH Keywords: Stein's loss
MaRDI profile type: Publication
full work available at URL: j.spl.2015.02.022
OpenAlex ID: W2031870038
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DOI: 10.1016/J.SPL.2015.02.022
description: scientific article; zbMATH DE number 6512827