A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965): Difference between revisions

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Latest revision as of 12:57, 17 December 2024

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A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric
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    A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (English)
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    18 December 2020
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    Cholesky factor
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    covariance matrix estimation
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    regularization
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    Steins's estimation
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