Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof-- - 惯性聚合

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Admissible Estimator of the Eigenvalues of Variance-Covariance Matrix for Multivariate Normal Distributions--Detailed Proof--

Yo Sheena, Akimichi Takemura · 2009-08-12 · via math.ST updates on arXiv.org

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