Shrinkage Estimation for Mean and Covariance Matrices
Author:   Hisayuki Tsukuma ,  Tatsuya Kubokawa
Publisher:   Springer Verlag, Singapore
Edition:   2020 ed.
ISBN:  

9789811515958


Pages:   112
Publication Date:   17 April 2020
Format:   Paperback
Availability:   Manufactured on demand   Availability explained
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Shrinkage Estimation for Mean and Covariance Matrices


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Author:   Hisayuki Tsukuma ,  Tatsuya Kubokawa
Publisher:   Springer Verlag, Singapore
Imprint:   Springer Verlag, Singapore
Edition:   2020 ed.
Weight:   0.454kg
ISBN:  

9789811515958


ISBN 10:   9811515956
Pages:   112
Publication Date:   17 April 2020
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Paperback
Publisher's Status:   Active
Availability:   Manufactured on demand   Availability explained
We will order this item for you from a manufactured on demand supplier.

Table of Contents

Preface.- Decision-theoretic approach to estimation.- Matrix theory.- Matrix-variate distributions.- Multivariate linear model and invariance.- Identities for evaluating risk.- Estimation of mean matrix.- Estimation of covariance matrix.- Index.

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Hisayuki Tsukuma, Faculty of Medicine, Toho University Tatsuya Kubokawa, Faculty of Economics, University of Tokyo

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