Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data

Kubokawa, Tatsuya, Srivastava, Muni S. . Journal of Multivariate Analysis 2008. 99 (9) :1906-1928

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Bibtex

@article{CIS-226460,
  Author = {Kubokawa, Tatsuya and Srivastava, Muni S.},
  Title = {Estimation of the precision matrix of a singular Wishart distribution and its application in high-dimensional data},
  Journal = {Journal of Multivariate Analysis},
  Volume = {99},
  Number = {9},
  Year = {2008},
  Pages = {1906--1928},
  Keywords = {Discriminant analysis, Covariance matrix, Multivariate classification, Empirical Bayes procedure, dominance property, Efron-Morris loss function, Stein-Haff identity}
}

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