And it is proved that it has minimum variance of sum and multiplication of variance.The minimax property of variance in the sense of orthogonal unchanged norm is studied.
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释义
并讨论了它的方差在正交不变范数意义下的最小性和方差的最小最大性质,得出了方差阵的行列式及正交范数在降维估计类中最小。
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