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