Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data
Year of publication: |
2008
|
---|---|
Authors: | Kubokawa, Tatsuya ; Srivastava, Muni S. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 99.2008, 9, p. 1906-1928
|
Publisher: |
Elsevier |
Subject: | primary | 62H12 secondary | 62H30 Covariance matrix Discriminant analysis Dominance property Efron-Morris loss function Empirical Bayes procedure Multivariate classification Precision matrix Singular Wishart Stein-Haff identity |
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