A new estimator of covariance matrix
From MaRDI portal
Publication:645623
DOI10.1016/j.jspi.2011.08.010zbMath1428.62234MaRDI QIDQ645623
Lijie Jia, Yingsheng Su, Tie-Feng Ma
Publication date: 10 November 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.010
62H12: Estimation in multivariate analysis
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