
This book provides a self-contained introduction to shrinkage estimation for matrix-variate normal distribution models. More specifically, it presents recent techniques and results in estimation of mean and covariance matrices with a high-dimensional setting that implies singularity of the sample covariance matrix. Such high-dimensional models can be analyzed by using the same arguments as for low-dimensional models, thus yielding a unified approach to both high- and low-dimensional shrinka ...
DETAILS
Shrinkage Estimation for Mean and Covariance Matrices
Unterstützte Lesegerätegruppen: PC/MAC/eReader/Tablet
Tsukuma, Hisayuki, Kubokawa, Tatsuya
E-Book, 112 S.
Sprache: Englisch
ISBN-13: 978-981-1515-96-5
Titelnr.: 83059960
Gewicht: 0 g
Springer-Verlag (2020)