Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems
| Year of publication: |
2001
|
|---|---|
| Authors: | Leung, Pui ; Ng, Foon |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 53.2001, 4, p. 769-780
|
| Publisher: |
Springer |
| Subject: | Covariance matrix | orthogonally invariant estimator | decision-theoretic estimation | shrinkage estimator | harmonic mean | eigenvalues |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005395595