| Autor: |
Haddouche, Anis M., Lu, Wei |
| Jazyk: |
English<br />French |
| Rok vydání: |
2022 |
| Předmět: |
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| Zdroj: |
Comptes Rendus. Mathématique, Vol 360, Iss G10, Pp 1093-1098 (2022) |
| Druh dokumentu: |
article |
| ISSN: |
1778-3569 |
| DOI: |
10.5802/crmath.356 |
| Popis: |
In this paper, we address the problem of estimating a covariance matrix of a multivariate Gaussian distribution, from a decision theoretic point of view, relative to a Stein type loss function. We investigate the case where the covariance matrix is invertible and the case when it is non–invertible in a unified approach. |
| Databáze: |
Directory of Open Access Journals |
| Externí odkaz: |
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