Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (Q1623798)
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scientific article; zbMATH DE number 6984137
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| English | Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings |
scientific article; zbMATH DE number 6984137 |
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Nonparametric Stein-type shrinkage covariance matrix estimators in high-dimensional settings (English)
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23 November 2018
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covariance matrix
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high-dimensional settings
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nonparametric estimation
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shrinkage estimation
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0.8996777534484863
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0.8389353156089783
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0.815756618976593
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0.8144867420196533
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0.813493013381958
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