Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (Q901577): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.csda.2010.12.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2032783896 / rank | |||
Normal rank |
Revision as of 20:04, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix |
scientific article |
Statements
Improved Stein-type shrinkage estimators for the high-dimensional multivariate normal covariance matrix (English)
0 references
12 January 2016
0 references
covariance matrix
0 references
shrinkage estimation
0 references
high-dimensional data analysis
0 references