𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Shrinkage estimation of the power spectrum covariance matrix

✍ Scribed by Adrian C. Pope; István Szapudi


Book ID
110843740
Publisher
John Wiley and Sons
Year
2008
Tongue
English
Weight
332 KB
Volume
389
Category
Article
ISSN
0035-8711

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Robust shrinkage estimation for elliptic
✍ Dominique Fourdrinier; William E. Strawderman; Martin T. Wells 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 198 KB

Let X ; V 1 ; y; V nÀ1 be n random vectors in R p with joint density of the form where both y and S are unknown. We consider the problem of the estimation of y with the invariant loss ðd À yÞ 0 S À1 ðd À yÞ and propose estimators which dominate the usual estimator d 0 ðX Þ ¼ X simultaneously for th