Improved Estimation of Parameter Matrices in a One-Sample and Two-Sample Problems

Pui Leung and Foon Ng

Annals of the Institute of Statistical Mathematics, 2001, vol. 53, issue 4, 769-780

Keywords: Covariance matrix; orthogonally invariant estimator; decision-theoretic estimation; shrinkage estimator; harmonic mean; eigenvalues (search for similar items in EconPapers)
Date: 2001
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DOI: 10.1023/A:1014661221279

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