Further results on estimation of covariance matrix
| Year of publication: |
2015
|
|---|---|
| Authors: | Xu, Kai ; He, Daojiang |
| Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 101.2015, C, p. 11-20
|
| Publisher: |
Elsevier |
| Subject: | Covariance matrix | Efron–Morris type estimator | James–Stein estimator | Partial Iwasawa coordinates | Weighted quadratic loss | Stein’s loss |