Shrinkage Estimators for Covariance Matrices
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Publication:3078880
DOI10.1111/J.0006-341X.2001.01173.XzbMath1209.62132OpenAlexW2106139345WikidataQ37356562 ScholiaQ37356562MaRDI QIDQ3078880
Robert E. Kass, Michael J. Daniels
Publication date: 1 March 2011
Published in: Biometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.0006-341x.2001.01173.x
Estimation in multivariate analysis (62H12) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Empirical decision procedures; empirical Bayes procedures (62C12)
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Uses Software
Cites Work
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