A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (Q2216965): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1016/j.spl.2020.108893 / rank | |||
Property / DOI | |||
Property / DOI: 10.1016/J.SPL.2020.108893 / rank | |||
Normal rank |
Latest revision as of 12:57, 17 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric |
scientific article |
Statements
A Stein's approach to covariance matrix estimation using regularization of Cholesky factor and log-Cholesky metric (English)
0 references
18 December 2020
0 references
Cholesky factor
0 references
covariance matrix estimation
0 references
regularization
0 references
Steins's estimation
0 references
0 references
0 references