The role of the isotonizing algorithm in Stein's covariance matrix estimator (Q333380): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q115149149, #quickstatements; #temporary_batch_1710328330639 |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1007/s00180-016-0672-4 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2476215197 / rank | |||
Normal rank | |||
Revision as of 01:00, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The role of the isotonizing algorithm in Stein's covariance matrix estimator |
scientific article |
Statements
The role of the isotonizing algorithm in Stein's covariance matrix estimator (English)
0 references
28 October 2016
0 references
covariance matrix estimation
0 references
eigenvalues
0 references
shrinkage
0 references
Steinian estimation
0 references
isotonized estimator
0 references
risks
0 references
