Minimax Estimation for Mixtures of Wishart Distributions

来源 :The Third IMS-China International Conference on Statistics a | 被引量 : 0次 | 上传用户:lionpb
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  The space of positive definite symmetric matrices has been studied extensively as a means of understanding dependence in multivariate data along with the accompanying problems in statistical inference.Many books and papers have been written on this subject, and more recently there has been considerable interest in high-dimensional random matrices with particular emphasis on the distribution of certain eigenvalues.
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